-4.0%
SLB vs VLTO
+54.1%
-58.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | -7.7% | +12.0% | -19.8% | -10.3% |
| 30D | -0.7% | +20.8% | -21.6% | -5.3% |
| 3M | 0.0% | +20.1% | -20.1% | -4.5% |
| 6M | -10.4% | +32.6% | -43.1% | -17.0% |
| YTD | +31.5% | +17.3% | +14.1% | +26.3% |
| 1Y | +39.1% | +17.3% | +21.8% | +33.5% |
| 3Y | -5.7% | +66.9% | -72.6% | -14.3% |
| All | -4.0% | +54.1% | -58.1% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling