-13.1%
SLB vs VST
+1,139.0%
-1,152.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +3.5% | +6.6% | -3.1% | +1.7% |
| 30D | +6.5% | -12.4% | +18.9% | +9.6% |
| 3M | -0.2% | -9.0% | +8.8% | +1.0% |
| 6M | -5.7% | -6.4% | +0.7% | -6.3% |
| YTD | +36.8% | -17.2% | +54.0% | +38.4% |
| 1Y | +45.8% | -22.0% | +67.8% | +49.3% |
| 3Y | +3.4% | +296.7% | -293.3% | -54.5% |
| 5Y | +76.1% | +637.6% | -561.4% | -44.5% |
| All | -13.1% | +1,139.0% | -1,152.1% | -76.2% |
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