-16.6%
SLB vs VFC
-44.8%
+28.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.1% |
| 7D | -3.7% | +7.7% | -11.4% | -5.9% |
| 30D | +2.9% | +39.2% | -36.3% | -7.3% |
| 3M | +0.2% | +40.3% | -40.1% | -10.2% |
| 6M | -4.4% | +11.4% | -15.8% | -9.4% |
| YTD | +33.4% | +17.5% | +15.9% | +23.4% |
| 1Y | +40.8% | +45.9% | -5.1% | +21.1% |
| 3Y | +3.2% | +47.3% | -44.1% | -26.0% |
| 5Y | +64.8% | -67.2% | +132.0% | +142.1% |
| 10Y | -16.6% | -46.1% | +29.5% | +10.3% |
| All | -16.6% | -44.8% | +28.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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