-14.4%
SLB vs VMC
+126.5%
-140.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +2.6% | -1.7% | +4.2% | +3.3% |
| 30D | +4.4% | +15.3% | -10.9% | -2.8% |
| 3M | -2.7% | +0.3% | -3.0% | -3.3% |
| 6M | -7.5% | +0.9% | -8.4% | -9.4% |
| YTD | +34.8% | -1.0% | +35.8% | +32.3% |
| 1Y | +44.6% | -4.3% | +48.9% | +44.1% |
| 3Y | +3.2% | +35.3% | -32.1% | -15.8% |
| 5Y | +73.6% | +44.4% | +29.2% | +32.8% |
| All | -14.4% | +126.5% | -140.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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