+62.5%
SLB vs VCLT
-16.9%
+79.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -7.1% | +0.3% | -7.4% | -7.1% |
| 30D | +4.1% | +3.7% | +0.4% | +3.8% |
| 3M | -2.6% | -1.0% | -1.7% | -2.6% |
| 6M | -8.6% | -3.4% | -5.2% | -8.3% |
| YTD | +32.2% | -2.6% | +34.8% | +32.4% |
| 1Y | +40.7% | -3.3% | +43.9% | +40.9% |
| 3Y | -4.5% | +17.3% | -21.9% | -3.4% |
| All | +62.5% | -16.9% | +79.5% | +32.3% |
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