+78.5%
VUG vs EQNR
+183.4%
-104.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -0.5% | +6.4% | -6.9% | -0.8% |
| 30D | -1.0% | +10.4% | -11.3% | -1.5% |
| 3M | +3.5% | +23.1% | -19.6% | +2.1% |
| 6M | +14.2% | +36.3% | -22.1% | +10.7% |
| YTD | +8.5% | +96.0% | -87.5% | +0.8% |
| 1Y | +12.9% | +94.2% | -81.3% | +4.8% |
| 3Y | +85.6% | +75.3% | +10.4% | +72.6% |
| All | +78.5% | +183.4% | -104.8% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling