+28.2%
SLB vs VG
-44.6%
+72.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.6% |
| 7D | +3.5% | +14.0% | -10.5% | +1.9% |
| 30D | +6.5% | -1.0% | +7.5% | +6.5% |
| 3M | -0.2% | -2.7% | +2.5% | -0.2% |
| 6M | -5.7% | +1.5% | -7.2% | -6.9% |
| YTD | +36.8% | +93.7% | -56.9% | +20.1% |
| 1Y | +45.8% | +68.5% | -22.8% | +30.3% |
| All | +28.2% | -44.6% | +72.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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