+72.6%
VT vs EQNR
+74.0%
-1.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | +5.7% | -7.7% | -2.2% |
| 30D | -1.4% | +11.3% | -12.7% | -1.8% |
| 3M | +4.7% | +21.5% | -16.8% | +4.0% |
| 6M | +11.4% | +41.8% | -30.5% | +7.8% |
| YTD | +13.1% | +97.3% | -84.3% | +4.5% |
| 1Y | +19.0% | +89.9% | -70.9% | +10.4% |
| All | +72.6% | +74.0% | -1.4% | +58.6% |
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