+818.8%
SLB vs VFC
+1,340.0%
-521.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -7.1% | +11.2% | -18.3% | -10.3% |
| 30D | +4.1% | +41.5% | -37.4% | -7.2% |
| 3M | -2.6% | +38.9% | -41.6% | -12.9% |
| 6M | -8.6% | +6.1% | -14.7% | -12.3% |
| YTD | +32.2% | +14.5% | +17.7% | +22.9% |
| 1Y | +40.7% | +46.0% | -5.3% | +20.4% |
| 3Y | -4.5% | +36.4% | -40.9% | -28.2% |
| 5Y | +66.4% | -67.5% | +133.9% | +99.6% |
| 10Y | -15.1% | -45.8% | +30.8% | -14.5% |
| All | +818.8% | +1,340.0% | -521.2% | +330.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling