+113.0%
VWO vs EQNR
+416.8%
-303.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.8% | +6.4% | -8.2% | -3.2% |
| 30D | -0.1% | +10.4% | -10.5% | -2.5% |
| 3M | +2.2% | +23.1% | -20.9% | -3.4% |
| 6M | +8.8% | +36.3% | -27.5% | -1.5% |
| YTD | +12.4% | +96.0% | -83.6% | -8.5% |
| 1Y | +15.6% | +94.2% | -78.6% | -5.9% |
| 3Y | +62.5% | +75.3% | -12.7% | +33.2% |
| 5Y | +34.3% | +187.2% | -153.0% | -11.6% |
| All | +113.0% | +416.8% | -303.8% | +6.0% |
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 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