+15.4%
SLB vs VCLT
+100.6%
-85.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +1.9% | +2.3% | -0.3% | +2.0% |
| 3M | -5.7% | -1.1% | -4.7% | -5.7% |
| 6M | -5.3% | -4.2% | -1.2% | -5.5% |
| YTD | +32.2% | -3.4% | +35.5% | +32.0% |
| 1Y | +38.5% | -3.8% | +42.3% | +38.3% |
| 3Y | +1.1% | +14.7% | -13.6% | +2.3% |
| 5Y | +70.3% | -16.7% | +86.9% | +66.9% |
| 10Y | -17.3% | +20.5% | -37.8% | -8.0% |
| All | +15.4% | +100.6% | -85.2% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling