-4.1%
SLB vs VTR
+97.8%
-102.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | -2.9% | +1.1% | -0.7% |
| 30D | +7.8% | -2.8% | +10.6% | +8.8% |
| 3M | +2.7% | +9.0% | -6.3% | -1.5% |
| 6M | +22.2% | +5.0% | +17.2% | +18.4% |
| YTD | +51.1% | +16.9% | +34.2% | +39.4% |
| 1Y | +63.3% | +34.3% | +29.0% | +41.2% |
| 3Y | +2.4% | +131.6% | -129.2% | -32.5% |
| 5Y | +139.3% | +88.0% | +51.3% | +69.9% |
| All | -4.1% | +97.8% | -102.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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