+139.2%
SLB vs VCLT
-15.1%
+154.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | +13.6% | -0.6% | +14.2% | +13.6% |
| 3M | +1.5% | -2.2% | +3.7% | +1.6% |
| 6M | +23.0% | -2.9% | +25.9% | +23.1% |
| YTD | +51.2% | -2.1% | +53.3% | +51.3% |
| 1Y | +63.5% | -2.6% | +66.1% | +63.6% |
| 3Y | +2.5% | +12.5% | -10.0% | +3.5% |
| 5Y | +139.2% | -15.3% | +154.5% | +99.6% |
| All | +139.2% | -15.1% | +154.3% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling