-2.6%
SLB vs VCLT
+16.9%
-19.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | +7.8% | +0.1% | +7.7% | +7.8% |
| 3M | +2.7% | -2.9% | +5.6% | +3.2% |
| 6M | +22.2% | -4.0% | +26.1% | +23.1% |
| YTD | +51.1% | -2.2% | +53.3% | +51.7% |
| 1Y | +63.3% | -2.6% | +65.9% | +64.1% |
| 3Y | +2.4% | +12.3% | -9.9% | +0.4% |
| 5Y | +139.3% | -16.4% | +155.7% | +149.5% |
| 10Y | -2.6% | +18.1% | -20.7% | +1.5% |
| All | -2.6% | +16.9% | -19.6% | +1.5% |
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