+96.3%
VTR vs EQNR
+416.8%
-320.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.3% | +6.4% | -6.7% | -2.2% |
| 30D | +1.1% | +10.4% | -9.3% | -2.0% |
| 3M | +7.9% | +23.1% | -15.2% | +0.6% |
| 6M | +6.2% | +36.3% | -30.1% | -5.7% |
| YTD | +17.7% | +96.0% | -78.2% | -7.9% |
| 1Y | +32.9% | +94.2% | -61.3% | +3.9% |
| 3Y | +129.7% | +75.3% | +54.4% | +80.4% |
| 5Y | +89.3% | +187.2% | -97.9% | +10.6% |
| All | +96.3% | +416.8% | -320.5% | -24.2% |
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