+146.4%
SLB vs VWO
+328.1%
-181.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.5% |
| 7D | +0.8% | +1.1% | -0.2% | -0.1% |
| 30D | +15.8% | +2.4% | +13.4% | +13.4% |
| 3M | -0.3% | +2.0% | -2.3% | -2.5% |
| 6M | +21.3% | +10.7% | +10.7% | +10.3% |
| YTD | +52.3% | +14.4% | +37.9% | +34.6% |
| 1Y | +63.6% | +22.7% | +40.9% | +36.0% |
| 3Y | +3.8% | +64.2% | -60.4% | -33.2% |
| 5Y | +128.6% | +35.8% | +92.9% | +71.6% |
| 10Y | -3.1% | +114.7% | -117.8% | -49.1% |
| All | +146.4% | +328.1% | -181.7% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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