+353.9%
VST vs EQNR
+72.8%
+281.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.6% | +6.4% | -7.1% | -1.5% |
| 30D | +1.2% | +10.4% | -9.2% | -0.4% |
| 3M | +1.5% | +23.1% | -21.6% | -1.7% |
| 6M | -6.5% | +36.3% | -42.8% | -13.4% |
| YTD | -7.8% | +96.0% | -103.7% | -24.6% |
| 1Y | -26.9% | +94.2% | -121.1% | -40.4% |
| 3Y | +353.9% | +75.3% | +278.6% | +265.5% |
| All | +353.9% | +72.8% | +281.1% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EQNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling