+19.2%
SLB vs VCIT
+96.2%
-77.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | +2.5% | +2.2% | +0.4% | +2.5% |
| 3M | +2.0% | -1.8% | +3.8% | +2.0% |
| 6M | -6.3% | -1.6% | -4.7% | -6.3% |
| YTD | +36.5% | -1.7% | +38.3% | +36.6% |
| 1Y | +46.2% | -0.8% | +47.1% | +46.3% |
| 3Y | -2.1% | +19.3% | -21.4% | -0.8% |
| 5Y | +73.7% | +3.5% | +70.2% | +72.4% |
| 10Y | -12.3% | +28.6% | -40.9% | -1.9% |
| All | +19.2% | +96.2% | -77.0% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling