+1,740.6%
VRT vs SLB
-4.7%
+1,745.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -21.4% | -7.1% | -14.2% | -19.3% |
| 30D | -25.8% | +4.1% | -29.9% | -26.6% |
| 3M | -33.5% | -2.6% | -30.9% | -33.1% |
| 6M | -49.0% | -8.6% | -40.5% | -47.9% |
| YTD | +12.9% | +32.2% | -19.3% | +2.7% |
| 1Y | 0.0% | +40.7% | -40.6% | -10.9% |
| 3Y | +361.8% | -4.5% | +366.3% | +354.3% |
| 5Y | +565.1% | +66.4% | +498.8% | +441.1% |
| All | +1,740.6% | -4.7% | +1,745.3% | +989.5% |
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