-13.1%
SLB vs VCLT
+21.5%
-34.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +3.5% | -2.3% | +5.8% | +3.9% |
| 30D | +6.5% | +0.8% | +5.8% | +6.3% |
| 3M | -0.2% | -2.7% | +2.4% | +0.2% |
| 6M | -5.7% | -4.3% | -1.4% | -5.0% |
| YTD | +36.8% | -4.3% | +41.2% | +37.9% |
| 1Y | +45.8% | -4.4% | +50.1% | +46.9% |
| 3Y | +3.4% | +13.8% | -10.4% | +1.2% |
| 5Y | +76.1% | -17.0% | +93.1% | +83.6% |
| All | -13.1% | +21.5% | -34.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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