-5.9%
SLB vs VIVK
-100.0%
+94.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -1.8% |
| 7D | -2.4% | -9.5% | +7.0% | -2.3% |
| 30D | +4.9% | -35.1% | +40.0% | +5.3% |
| 3M | +1.4% | -93.4% | +94.8% | +3.5% |
| 6M | +17.6% | -98.0% | +115.6% | +20.5% |
| YTD | +48.3% | -97.9% | +146.2% | +50.8% |
| 1Y | +58.7% | -100.0% | +158.6% | +67.0% |
| 3Y | +0.6% | -100.0% | +100.5% | +4.9% |
| 5Y | +133.6% | -100.0% | +233.6% | +143.9% |
| All | -5.9% | -100.0% | +94.1% | -1.5% |
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