+179.7%
VXUS vs EQNR
+332.9%
-153.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -1.4% | +6.4% | -7.9% | -3.3% |
| 30D | -0.5% | +10.4% | -10.8% | -3.5% |
| 3M | +2.6% | +23.1% | -20.5% | -4.5% |
| 6M | +10.9% | +36.3% | -25.4% | -1.8% |
| YTD | +16.1% | +96.0% | -79.8% | -9.3% |
| 1Y | +22.3% | +94.2% | -71.9% | -4.5% |
| 3Y | +72.0% | +75.3% | -3.2% | +35.2% |
| 5Y | +54.1% | +187.2% | -133.1% | -4.8% |
| 10Y | +149.3% | +415.5% | -266.1% | +10.1% |
| All | +179.7% | +332.9% | -153.2% | +24.0% |
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