+67.8%
VTV vs EQNR
+72.8%
-5.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.1% | +6.4% | -7.5% | -1.5% |
| 30D | -1.0% | +10.4% | -11.4% | -1.7% |
| 3M | +4.6% | +23.1% | -18.4% | +3.1% |
| 6M | +13.5% | +36.3% | -22.8% | +9.8% |
| YTD | +18.5% | +96.0% | -77.5% | +9.1% |
| 1Y | +22.9% | +94.2% | -71.3% | +13.1% |
| 3Y | +67.8% | +75.3% | -7.4% | +54.5% |
| All | +67.8% | +72.8% | -5.0% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling