-14.2%
SLB vs VO
+202.1%
-216.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +0.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.5% |
| 30D | +4.5% | +2.0% | +2.5% | +1.9% |
| 3M | -4.6% | -0.3% | -4.3% | -4.5% |
| 6M | -6.3% | +7.3% | -13.5% | -14.0% |
| YTD | +35.0% | +15.0% | +20.0% | +14.5% |
| 1Y | +38.8% | +14.7% | +24.1% | +18.1% |
| 3Y | +3.3% | +67.3% | -64.0% | -43.4% |
| 5Y | +73.6% | +38.8% | +34.8% | +16.6% |
| 10Y | -14.2% | +201.6% | -215.8% | -71.8% |
| All | -14.2% | +202.1% | -216.4% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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