-4.5%
SLB vs VCLT
+16.8%
-21.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -7.1% | +0.3% | -7.4% | -7.2% |
| 30D | +4.1% | +3.7% | +0.4% | +2.7% |
| 3M | -2.6% | -1.0% | -1.7% | -2.4% |
| 6M | -8.6% | -3.4% | -5.2% | -7.4% |
| YTD | +32.2% | -2.6% | +34.8% | +33.3% |
| 1Y | +40.7% | -3.3% | +43.9% | +42.2% |
| 3Y | -4.5% | +17.3% | -21.9% | -2.6% |
| All | -4.5% | +16.8% | -21.4% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling