-17.6%
SLB vs VST
+996.4%
-1,014.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.4% | -2.1% |
| 7D | -7.7% | -19.9% | +12.2% | -2.4% |
| 30D | -0.7% | -29.7% | +28.9% | +8.3% |
| 3M | 0.0% | -19.6% | +19.5% | +4.8% |
| 6M | -10.4% | -29.4% | +19.0% | -3.6% |
| YTD | +31.5% | -29.7% | +61.2% | +39.3% |
| 1Y | +39.1% | -40.0% | +79.2% | +53.6% |
| 3Y | -5.7% | +231.0% | -236.7% | -56.1% |
| 5Y | +65.4% | +500.1% | -434.6% | -44.0% |
| All | -17.6% | +996.4% | -1,014.0% | -75.9% |
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