+303.7%
SLB vs VTR
+1,499.7%
-1,196.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | +0.8% | -1.7% | +2.5% | +1.3% |
| 30D | +15.8% | -2.4% | +18.3% | +16.4% |
| 3M | -0.3% | +14.8% | -15.1% | -4.8% |
| 6M | +21.3% | +5.3% | +16.0% | +18.7% |
| YTD | +52.3% | +18.1% | +34.2% | +43.8% |
| 1Y | +63.6% | +36.7% | +26.9% | +47.5% |
| 3Y | +3.8% | +130.1% | -126.3% | -21.0% |
| 5Y | +128.6% | +89.5% | +39.1% | +82.1% |
| 10Y | -3.1% | +87.4% | -90.4% | -27.9% |
| All | +303.7% | +1,499.7% | -1,196.0% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling