+375.1%
VT vs EQNR
+213.4%
+161.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.6% |
| 7D | +1.0% | -1.9% | +2.9% | +1.6% |
| 30D | -0.2% | +12.6% | -12.8% | -4.5% |
| 3M | +4.5% | +16.5% | -12.0% | -2.1% |
| 6M | +14.1% | +31.8% | -17.7% | +0.3% |
| YTD | +14.8% | +89.8% | -75.0% | -12.5% |
| 1Y | +21.2% | +87.6% | -66.4% | -7.6% |
| 3Y | +76.6% | +70.1% | +6.5% | +35.0% |
| 5Y | +66.6% | +181.1% | -114.5% | -2.8% |
| 10Y | +222.3% | +370.9% | -148.6% | +35.2% |
| All | +375.1% | +213.4% | +161.6% | +63.8% |
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 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