-17.1%
SLB vs VST
+1,112.0%
-1,129.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.6% | -10.0% | -2.3% |
| 7D | -7.1% | -9.8% | +2.7% | -5.0% |
| 30D | +4.1% | -25.1% | +29.2% | +11.6% |
| 3M | -2.6% | -11.6% | +8.9% | -0.6% |
| 6M | -8.6% | -20.9% | +12.4% | -4.7% |
| YTD | +32.2% | -22.3% | +54.5% | +36.1% |
| 1Y | +40.7% | -32.0% | +72.7% | +49.8% |
| 3Y | -4.5% | +262.4% | -266.9% | -56.6% |
| 5Y | +66.4% | +563.4% | -497.0% | -45.3% |
| All | -17.1% | +1,112.0% | -1,129.2% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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