+73.4%
VT vs EQNR
+64.8%
+8.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +2.4% | +2.3% | +0.1% | +2.3% |
| 30D | -1.5% | -5.2% | +3.7% | -1.5% |
| 3M | -4.1% | +7.0% | -11.1% | -4.4% |
| 6M | +0.6% | +14.4% | -13.9% | 0.0% |
| YTD | +11.0% | +87.9% | -76.8% | +2.7% |
| 1Y | +13.3% | +84.8% | -71.4% | +5.1% |
| 3Y | +73.4% | +62.7% | +10.7% | +61.4% |
| All | +73.4% | +64.8% | +8.6% | +61.4% |
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