+1,238.2%
VST vs EQNR
+356.0%
+882.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.7% |
| 7D | +9.9% | -1.9% | +11.8% | +10.4% |
| 30D | +7.9% | +12.6% | -4.7% | +4.0% |
| 3M | +3.4% | +16.5% | -13.1% | -2.0% |
| 6M | -4.1% | +31.8% | -35.9% | -14.3% |
| YTD | -5.7% | +89.8% | -95.5% | -26.4% |
| 1Y | -18.9% | +87.6% | -106.4% | -36.7% |
| 3Y | +359.1% | +70.1% | +288.9% | +264.4% |
| 5Y | +766.9% | +181.1% | +585.7% | +442.1% |
| All | +1,238.2% | +356.0% | +882.2% | +529.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling