+958.5%
SLB vs VFC
+845.1%
+113.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.6% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | +15.8% | -11.6% | +27.5% | +20.3% |
| 3M | -0.3% | -18.1% | +17.8% | +4.7% |
| 6M | +21.3% | -27.4% | +48.7% | +31.5% |
| YTD | +52.3% | -24.8% | +77.1% | +62.8% |
| 1Y | +63.6% | -8.2% | +71.8% | +62.0% |
| 3Y | +3.8% | -29.1% | +32.9% | -4.6% |
| 5Y | +128.6% | -79.2% | +207.8% | +217.9% |
| 10Y | -3.1% | -68.1% | +65.0% | +16.1% |
| All | +958.5% | +845.1% | +113.4% | +470.7% |
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