-14.4%
SLB vs VIVK
-100.0%
+85.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | 0.0% |
| 7D | +2.6% | -38.6% | +41.2% | +3.0% |
| 30D | +4.4% | -87.7% | +92.1% | +6.3% |
| 3M | -2.7% | -98.9% | +96.1% | +1.3% |
| 6M | -7.5% | -100.0% | +92.4% | -1.4% |
| YTD | +34.8% | -100.0% | +134.8% | +42.1% |
| 1Y | +44.6% | -100.0% | +144.6% | +56.2% |
| 3Y | +3.2% | -100.0% | +103.2% | +11.4% |
| 5Y | +73.6% | -100.0% | +173.6% | +88.2% |
| All | -14.4% | -100.0% | +85.6% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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