-17.1%
SLB vs VT
+215.5%
-232.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.3% |
| 7D | -7.1% | -2.3% | -4.8% | -4.4% |
| 30D | +4.1% | -5.0% | +9.0% | +10.7% |
| 3M | -2.6% | -4.9% | +2.2% | +3.4% |
| 6M | -8.6% | -1.5% | -7.0% | -7.4% |
| YTD | +32.2% | +8.5% | +23.7% | +18.0% |
| 1Y | +40.7% | +11.4% | +29.3% | +21.2% |
| 3Y | -4.5% | +70.1% | -74.6% | -52.7% |
| 5Y | +66.4% | +53.7% | +12.6% | -6.5% |
| All | -17.1% | +215.5% | -232.6% | -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