+767.3%
VST vs EQNR
+185.3%
+582.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +2.0% | +5.7% | -3.8% | +0.9% |
| 30D | +1.5% | +11.3% | -9.8% | -0.6% |
| 3M | +6.3% | +21.5% | -15.2% | +2.1% |
| 6M | -10.3% | +41.8% | -52.2% | -18.1% |
| YTD | -8.6% | +97.3% | -105.9% | -24.2% |
| 1Y | -29.3% | +89.9% | -119.3% | -41.0% |
| 3Y | +344.9% | +76.9% | +268.1% | +272.5% |
| All | +767.3% | +185.3% | +582.0% | +568.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling