-16.6%
SLB vs VUG
+405.9%
-422.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -4.1% |
| 30D | +2.9% | -8.2% | +11.1% | +8.8% |
| 3M | +0.2% | -5.4% | +5.7% | +3.7% |
| 6M | -4.4% | -2.5% | -1.9% | -3.5% |
| YTD | +33.4% | +4.2% | +29.2% | +28.2% |
| 1Y | +40.8% | +5.0% | +35.8% | +34.3% |
| 3Y | +3.2% | +81.7% | -78.5% | -34.6% |
| 5Y | +64.8% | +62.5% | +2.3% | +11.5% |
| 10Y | -16.6% | +396.3% | -412.9% | -77.3% |
| All | -16.6% | +405.9% | -422.4% | -77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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