+818.8%
SLB vs VMC
+3,502.6%
-2,683.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.9% |
| 7D | -7.1% | +0.5% | -7.6% | -7.4% |
| 30D | +4.1% | +15.8% | -11.7% | -2.1% |
| 3M | -2.6% | +0.6% | -3.2% | -3.2% |
| 6M | -8.6% | -4.0% | -4.5% | -8.2% |
| YTD | +32.2% | -0.3% | +32.5% | +30.1% |
| 1Y | +40.7% | -0.5% | +41.2% | +38.4% |
| 3Y | -4.5% | +39.6% | -44.1% | -19.2% |
| 5Y | +66.4% | +50.1% | +16.3% | +34.0% |
| 10Y | -15.1% | +163.9% | -179.0% | -46.7% |
| All | +818.8% | +3,502.6% | -2,683.8% | +193.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling