+187.0%
SLV vs VIVK
-100.0%
+286.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.3% | +8.6% | +2.1% |
| 7D | +2.8% | -7.9% | +10.7% | +2.6% |
| 30D | +2.2% | -42.0% | +44.2% | +1.1% |
| 3M | +2.9% | -92.5% | +95.4% | -1.6% |
| 6M | -22.4% | -98.0% | +75.6% | -27.0% |
| YTD | -5.7% | -97.9% | +92.2% | -9.1% |
| 1Y | +63.3% | -100.0% | +163.3% | +53.9% |
| All | +187.0% | -100.0% | +286.9% | +157.5% |
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 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