-4.8%
SLB vs VMC
+149.2%
-154.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.7% |
| 30D | +13.6% | -9.1% | +22.7% | +18.7% |
| 3M | +1.5% | -4.1% | +5.6% | +2.6% |
| 6M | +23.0% | -5.5% | +28.6% | +24.6% |
| YTD | +51.2% | -8.9% | +60.1% | +55.0% |
| 1Y | +63.5% | -12.9% | +76.4% | +70.5% |
| 3Y | +2.5% | +22.1% | -19.6% | -11.7% |
| 5Y | +139.2% | +52.7% | +86.5% | +77.9% |
| 10Y | -4.8% | +152.7% | -157.5% | -46.1% |
| All | -4.8% | +149.2% | -154.0% | -46.1% |
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