-14.4%
SLB vs VCIT
+31.2%
-45.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.6% | -1.4% | +3.9% | +3.0% |
| 30D | +4.4% | +0.8% | +3.6% | +4.1% |
| 3M | -2.7% | -1.7% | -1.0% | -2.3% |
| 6M | -7.5% | -2.1% | -5.5% | -7.0% |
| YTD | +34.8% | -2.0% | +36.9% | +35.6% |
| 1Y | +44.6% | -1.5% | +46.1% | +45.2% |
| 3Y | +3.2% | +19.0% | -15.8% | -0.5% |
| 5Y | +73.6% | +3.8% | +69.8% | +73.9% |
| All | -14.4% | +31.2% | -45.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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