+1.9%
SLB vs VIVK
-100.0%
+101.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.3% | +16.5% | +2.2% |
| 7D | -1.2% | -48.0% | +46.8% | -0.9% |
| 30D | +4.5% | -88.4% | +92.9% | +5.4% |
| 3M | -4.6% | -98.7% | +94.1% | -2.8% |
| 6M | -6.3% | -100.0% | +93.7% | -4.5% |
| YTD | +35.0% | -100.0% | +134.9% | +36.6% |
| 1Y | +38.8% | -100.0% | +138.8% | +41.5% |
| All | +1.9% | -100.0% | +101.9% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling