+1,917.9%
VRT vs SLB
-3.8%
+1,921.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.9% | +8.7% | +9.3% |
| 7D | -10.6% | -3.7% | -6.9% | -9.3% |
| 30D | -17.4% | +2.9% | -20.3% | -18.0% |
| 3M | -26.4% | +0.2% | -26.6% | -26.5% |
| 6M | -41.0% | -4.4% | -36.6% | -40.5% |
| YTD | +23.8% | +33.4% | -9.6% | +12.3% |
| 1Y | +11.6% | +40.8% | -29.2% | -0.6% |
| 3Y | +403.5% | +3.2% | +400.3% | +385.0% |
| 5Y | +647.0% | +64.8% | +582.2% | +509.4% |
| All | +1,917.9% | -3.8% | +1,921.7% | +1,091.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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