+159.6%
SLB vs VUG
+1,157.1%
-997.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | -0.3% |
| 7D | -7.1% | -3.4% | -3.7% | -4.0% |
| 30D | +4.1% | -11.1% | +15.2% | +16.3% |
| 3M | -2.6% | -7.2% | +4.6% | +4.2% |
| 6M | -8.6% | -4.1% | -4.4% | -6.1% |
| YTD | +32.2% | +1.4% | +30.8% | +27.6% |
| 1Y | +40.7% | +1.9% | +38.7% | +34.6% |
| 3Y | -4.5% | +77.7% | -82.3% | -50.3% |
| 5Y | +66.4% | +57.6% | +8.8% | -9.0% |
| 10Y | -15.1% | +398.6% | -413.7% | -89.5% |
| All | +159.6% | +1,157.1% | -997.5% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling