+631.1%
VRT vs SLB
+69.5%
+561.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.8% |
| 7D | -17.7% | -4.3% | -13.4% | -16.2% |
| 30D | -20.0% | +1.9% | -21.9% | -20.3% |
| 3M | -28.1% | -5.7% | -22.4% | -26.6% |
| 6M | -42.8% | -5.3% | -37.5% | -42.1% |
| YTD | +20.0% | +32.2% | -12.2% | +7.7% |
| 1Y | +3.5% | +38.5% | -35.0% | -8.7% |
| 3Y | +366.1% | +1.1% | +365.0% | +345.0% |
| All | +631.1% | +69.5% | +561.6% | +529.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling