+18.0%
VTEB vs EQNR
+416.8%
-398.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -0.9% | +6.4% | -7.4% | -1.0% |
| 30D | -2.5% | +10.4% | -12.9% | -2.6% |
| 3M | -3.0% | +23.1% | -26.1% | -3.3% |
| 6M | -2.1% | +36.3% | -38.4% | -2.7% |
| YTD | -1.5% | +96.0% | -97.5% | -2.7% |
| 1Y | +0.2% | +94.2% | -94.1% | -1.0% |
| 3Y | +8.6% | +75.3% | -66.7% | +7.3% |
| 5Y | +1.2% | +187.2% | -186.0% | -1.4% |
| All | +18.0% | +416.8% | -398.8% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling