-50.0%
VTRS vs EQNR
+416.8%
-466.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.2% | +6.4% | -8.6% | -3.6% |
| 30D | +3.3% | +10.4% | -7.0% | +0.9% |
| 3M | +2.0% | +23.1% | -21.1% | -3.5% |
| 6M | +19.9% | +36.3% | -16.3% | +8.8% |
| YTD | +35.7% | +96.0% | -60.2% | +11.2% |
| 1Y | +68.1% | +94.2% | -26.1% | +37.7% |
| 3Y | +87.1% | +75.3% | +11.8% | +54.1% |
| 5Y | +47.6% | +187.2% | -139.6% | -1.7% |
| All | -50.0% | +416.8% | -466.8% | -72.5% |
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