+938.3%
VTI vs SLB
+189.1%
+749.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.2% |
| 7D | +0.2% | -3.7% | +3.9% | +1.4% |
| 30D | -2.9% | +2.9% | -5.8% | -3.9% |
| 3M | -2.6% | +0.2% | -2.8% | -3.2% |
| 6M | +2.8% | -4.4% | +7.2% | +3.0% |
| YTD | +11.6% | +33.4% | -21.8% | +0.1% |
| 1Y | +13.6% | +40.8% | -27.1% | +0.1% |
| 3Y | +79.9% | +3.2% | +76.7% | +70.2% |
| 5Y | +64.3% | +64.8% | -0.5% | +26.4% |
| 10Y | +291.9% | -16.6% | +308.4% | +236.6% |
| All | +938.3% | +189.1% | +749.2% | +391.8% |
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 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