+165.0%
SLB vs VTV
+738.5%
-573.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +0.7% |
| 7D | -1.2% | -0.4% | -0.8% | -0.6% |
| 30D | +4.5% | +3.9% | +0.6% | -0.9% |
| 3M | -4.6% | +2.6% | -7.1% | -7.9% |
| 6M | -6.3% | +11.5% | -17.8% | -19.0% |
| YTD | +35.0% | +22.3% | +12.7% | +3.6% |
| 1Y | +38.8% | +24.5% | +14.3% | +4.0% |
| 3Y | +3.3% | +78.8% | -75.5% | -51.4% |
| 5Y | +73.6% | +78.6% | -5.0% | -17.4% |
| 10Y | -14.2% | +231.8% | -246.1% | -79.5% |
| All | +165.0% | +738.5% | -573.6% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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