+164.7%
SLV vs VCIT
+30.3%
+134.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -2.6% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | -15.2% | +1.1% | -16.3% | -16.4% |
| 3M | -21.8% | -1.4% | -20.4% | -20.3% |
| 6M | -36.3% | -2.3% | -34.0% | -34.3% |
| YTD | -27.8% | -1.8% | -26.0% | -25.8% |
| 1Y | +1.5% | -1.0% | +2.5% | +3.4% |
| 3Y | +128.5% | +19.3% | +109.3% | +85.6% |
| 5Y | +103.2% | +3.8% | +99.4% | +93.9% |
| 10Y | +164.7% | +30.6% | +134.1% | +81.7% |
| All | +164.7% | +30.3% | +134.4% | +81.7% |
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