-7.5%
SLB vs VTR
+3.1%
-10.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.6% |
| 30D | +4.4% | +6.9% | -2.5% | +4.8% |
| 3M | -2.7% | +1.3% | -4.1% | -3.0% |
| 6M | -7.5% | +2.5% | -10.0% | -6.8% |
| All | -7.5% | +3.1% | -10.6% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling