-17.6%
SLB vs VT
+214.8%
-232.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | +1.4% |
| 7D | -7.7% | -4.2% | -3.6% | -2.8% |
| 30D | -0.7% | -5.8% | +5.1% | +6.8% |
| 3M | 0.0% | -5.2% | +5.2% | +6.7% |
| 6M | -10.4% | +0.1% | -10.6% | -11.4% |
| YTD | +31.5% | +8.2% | +23.2% | +17.7% |
| 1Y | +39.1% | +10.1% | +29.0% | +21.6% |
| 3Y | -5.7% | +69.7% | -75.4% | -53.1% |
| 5Y | +65.4% | +53.4% | +12.1% | -6.7% |
| All | -17.6% | +214.8% | -232.4% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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