+216.5%
SLV vs VIVK
-100.0%
+316.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.4% | -7.7% | -5.3% |
| 7D | -5.0% | -9.5% | +4.4% | -5.1% |
| 30D | -1.8% | -35.1% | +33.3% | -1.9% |
| 3M | -0.3% | -93.4% | +93.1% | -1.0% |
| 6M | -28.2% | -98.0% | +69.8% | -28.9% |
| YTD | -10.7% | -97.9% | +87.1% | -11.3% |
| 1Y | +53.7% | -100.0% | +153.7% | +53.4% |
| 3Y | +173.7% | -100.0% | +273.7% | +172.4% |
| 5Y | +161.5% | -100.0% | +261.5% | +160.0% |
| All | +216.5% | -100.0% | +316.5% | +209.5% |
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