+65.4%
SLB vs VST
+515.1%
-449.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.4% | -2.8% |
| 7D | -7.7% | -19.9% | +12.2% | -4.8% |
| 30D | -0.7% | -29.7% | +28.9% | +4.3% |
| 3M | 0.0% | -19.6% | +19.5% | +2.7% |
| 6M | -10.4% | -29.4% | +19.0% | -6.6% |
| YTD | +31.5% | -29.7% | +61.2% | +36.0% |
| 1Y | +39.1% | -40.0% | +79.2% | +47.4% |
| 3Y | -5.7% | +231.0% | -236.7% | -42.4% |
| 5Y | +65.4% | +500.1% | -434.6% | -16.7% |
| All | +65.4% | +515.1% | -449.6% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling