-4.8%
SLB vs VSH
+170.2%
-175.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +0.4% | +6.2% | -5.8% | -2.0% |
| 30D | +13.6% | -11.1% | +24.7% | +18.3% |
| 3M | +1.5% | -44.9% | +46.4% | +23.0% |
| 6M | +23.0% | +90.0% | -66.9% | -18.8% |
| YTD | +51.2% | +118.8% | -67.6% | -7.7% |
| 1Y | +63.5% | +109.0% | -45.5% | +0.3% |
| 3Y | +2.5% | +35.6% | -33.1% | -27.5% |
| 5Y | +139.2% | +66.7% | +72.5% | +41.5% |
| 10Y | -4.8% | +167.9% | -172.7% | -54.9% |
| All | -4.8% | +170.2% | -175.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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