+1,243.9%
VUG vs EQNR
+1,225.1%
+18.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -0.5% | +6.4% | -6.9% | -2.2% |
| 30D | -1.0% | +10.4% | -11.3% | -3.7% |
| 3M | +3.5% | +23.1% | -19.6% | -3.1% |
| 6M | +14.2% | +36.3% | -22.1% | +2.4% |
| YTD | +8.5% | +96.0% | -87.5% | -12.8% |
| 1Y | +12.9% | +94.2% | -81.3% | -9.4% |
| 3Y | +85.6% | +75.3% | +10.4% | +49.7% |
| 5Y | +78.1% | +187.2% | -109.1% | +17.5% |
| 10Y | +422.5% | +415.5% | +7.0% | +164.8% |
| All | +1,243.9% | +1,225.1% | +18.8% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling