-4.5%
SLB vs VSH
+6.8%
-11.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.2% | -0.6% |
| 7D | -7.1% | -12.9% | +5.8% | -4.7% |
| 30D | +4.1% | -36.9% | +40.9% | +13.5% |
| 3M | -2.6% | -28.8% | +26.1% | +2.7% |
| 6M | -8.6% | -30.3% | +21.7% | -8.3% |
| YTD | +32.2% | +62.4% | -30.2% | +0.3% |
| 1Y | +40.7% | +62.5% | -21.9% | +6.4% |
| 3Y | -4.5% | +7.4% | -11.9% | -23.4% |
| All | -4.5% | +6.8% | -11.4% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling