+36.7%
VTR vs EQNR
+85.2%
-48.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -2.0% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | -2.4% | +11.5% | -13.9% | -2.4% |
| 3M | +14.8% | +12.9% | +1.9% | +14.6% |
| 6M | +5.3% | +36.0% | -30.6% | +4.0% |
| YTD | +18.1% | +84.1% | -66.0% | +14.2% |
| 1Y | +36.7% | +83.8% | -47.0% | +32.3% |
| All | +36.7% | +85.2% | -48.5% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling