+70.0%
SLB vs VST
+629.3%
-559.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.6% |
| 7D | -4.3% | -6.0% | +1.7% | -3.6% |
| 30D | +1.9% | -18.8% | +20.7% | +4.8% |
| 3M | -5.7% | -8.0% | +2.3% | -5.2% |
| 6M | -5.3% | -10.9% | +5.6% | -4.8% |
| YTD | +32.2% | -18.3% | +50.5% | +33.5% |
| 1Y | +38.5% | -29.9% | +68.4% | +43.2% |
| 3Y | +1.1% | +290.3% | -289.2% | -40.6% |
| All | +70.0% | +629.3% | -559.3% | -23.5% |
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 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