-14.2%
SLB vs VEA
+160.4%
-174.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.1% |
| 7D | -1.2% | -1.3% | +0.1% | +0.4% |
| 30D | +4.5% | 0.0% | +4.5% | +4.3% |
| 3M | -4.6% | -3.6% | -1.0% | -0.4% |
| 6M | -6.3% | -0.5% | -5.8% | -6.9% |
| YTD | +35.0% | +13.0% | +22.0% | +12.6% |
| 1Y | +38.8% | +16.3% | +22.5% | +11.3% |
| 3Y | +3.3% | +74.4% | -71.1% | -52.8% |
| 5Y | +73.6% | +55.8% | +17.8% | -7.3% |
| 10Y | -14.2% | +161.1% | -175.3% | -71.6% |
| All | -14.2% | +160.4% | -174.7% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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