-3.3%
SLB vs VT
+224.5%
-227.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.3% |
| 30D | +15.8% | +1.0% | +14.9% | +14.3% |
| 3M | -0.3% | +2.4% | -2.7% | -3.7% |
| 6M | +21.3% | +12.0% | +9.3% | +4.2% |
| YTD | +52.3% | +15.3% | +37.0% | +26.1% |
| 1Y | +63.6% | +22.6% | +41.0% | +25.0% |
| 3Y | +3.8% | +74.7% | -70.9% | -50.1% |
| 5Y | +128.6% | +66.1% | +62.5% | +16.6% |
| All | -3.3% | +224.5% | -227.8% | -76.6% |
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