-14.2%
SLB vs VTR
+135.2%
-149.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.2% | +1.4% | -2.5% | -1.7% |
| 30D | +4.5% | +8.2% | -3.7% | +0.8% |
| 3M | -4.6% | +4.6% | -9.2% | -6.8% |
| 6M | -6.3% | +4.3% | -10.6% | -9.0% |
| YTD | +35.0% | +19.0% | +16.0% | +23.1% |
| 1Y | +38.8% | +21.6% | +17.2% | +25.2% |
| 3Y | +3.3% | +132.2% | -128.9% | -32.2% |
| 5Y | +73.6% | +94.4% | -20.8% | +20.9% |
| 10Y | -14.2% | +133.5% | -147.7% | -54.2% |
| All | -14.2% | +135.2% | -149.4% | -54.2% |
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