+2,723.0%
VRT vs SLB
+9.8%
+2,713.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +9.1% | +0.8% | +8.3% | +8.7% |
| 30D | +0.9% | +15.8% | -14.9% | -3.8% |
| 3M | -13.4% | -0.3% | -13.0% | -13.8% |
| 6M | +11.7% | +21.3% | -9.7% | +4.2% |
| YTD | +73.2% | +52.3% | +20.9% | +50.5% |
| 1Y | +123.4% | +63.6% | +59.8% | +89.4% |
| 3Y | +606.2% | +3.8% | +602.4% | +573.4% |
| 5Y | +899.9% | +128.6% | +771.3% | +636.7% |
| All | +2,723.0% | +9.8% | +2,713.3% | +1,497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling