+64.9%
VZ vs EQNR
+416.8%
-351.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +0.9% | +6.4% | -5.5% | +0.3% |
| 30D | +7.7% | +10.4% | -2.6% | +6.5% |
| 3M | +9.7% | +23.1% | -13.4% | +6.9% |
| 6M | +3.1% | +36.3% | -33.2% | -0.9% |
| YTD | +30.5% | +96.0% | -65.5% | +20.0% |
| 1Y | +22.5% | +94.2% | -71.7% | +12.6% |
| 3Y | +82.4% | +75.3% | +7.1% | +68.0% |
| 5Y | +28.0% | +187.2% | -159.2% | +7.4% |
| All | +64.9% | +416.8% | -351.9% | +15.9% |
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