-3.4%
SLB vs VLTO
+54.8%
-58.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -7.1% | +5.4% | -12.5% | -8.3% |
| 30D | +4.1% | +22.3% | -18.2% | -1.0% |
| 3M | -2.6% | +19.6% | -22.3% | -6.9% |
| 6M | -8.6% | +35.2% | -43.7% | -15.7% |
| YTD | +32.2% | +17.9% | +14.3% | +26.9% |
| 1Y | +40.7% | +19.5% | +21.1% | +34.2% |
| 3Y | -4.5% | +73.9% | -78.4% | -13.5% |
| All | -3.4% | +54.8% | -58.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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