+65.5%
VZ vs SLB
-15.8%
+81.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | +2.2% | -3.7% | +5.9% | +2.6% |
| 30D | +10.6% | +2.9% | +7.7% | +10.2% |
| 3M | -0.6% | +0.2% | -0.8% | -0.8% |
| 6M | +0.7% | -4.4% | +5.2% | +0.8% |
| YTD | +20.6% | +33.4% | -12.8% | +16.7% |
| 1Y | +22.7% | +40.8% | -18.1% | +18.1% |
| 3Y | +57.2% | +3.2% | +54.0% | +54.5% |
| 5Y | +21.4% | +64.8% | -43.4% | +11.2% |
| 10Y | +65.5% | -16.6% | +82.1% | +56.5% |
| All | +65.5% | -15.8% | +81.3% | +56.5% |
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 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