+214.0%
SLV vs VCIT
+29.2%
+184.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -0.3% | 0.0% | +0.1% |
| 30D | +6.7% | -0.8% | +7.5% | +7.7% |
| 3M | -10.7% | -1.0% | -9.7% | -9.4% |
| 6M | -20.6% | -1.8% | -18.8% | -18.4% |
| YTD | -7.1% | -0.7% | -6.4% | -5.9% |
| 1Y | +62.0% | +1.0% | +61.0% | +60.9% |
| 3Y | +169.8% | +18.8% | +151.0% | +119.6% |
| 5Y | +161.5% | +3.5% | +158.0% | +150.1% |
| All | +214.0% | +29.2% | +184.8% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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