+76.4%
SLB vs VFC
-68.3%
+144.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.8% | +1.0% |
| 7D | +3.5% | +1.6% | +1.9% | +3.2% |
| 30D | +6.5% | +25.5% | -19.0% | +2.6% |
| 3M | -0.2% | +41.3% | -41.5% | -5.8% |
| 6M | -5.7% | +22.2% | -27.9% | -9.5% |
| YTD | +36.8% | +16.4% | +20.4% | +32.0% |
| 1Y | +45.8% | +38.4% | +7.4% | +36.8% |
| 3Y | +3.4% | +56.2% | -52.9% | -10.7% |
| All | +76.4% | -68.3% | +144.7% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling