+171.1%
SLV vs VCIT
+28.8%
+142.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | -12.9% | +1.9% | -14.8% | -15.0% |
| 3M | -16.1% | -1.4% | -14.6% | -14.5% |
| 6M | -33.2% | -2.1% | -31.0% | -31.2% |
| YTD | -27.2% | -1.6% | -25.6% | -25.4% |
| 1Y | +7.6% | -0.9% | +8.5% | +9.5% |
| 3Y | +122.3% | +20.0% | +102.4% | +79.3% |
| 5Y | +109.7% | +3.1% | +106.6% | +101.4% |
| All | +171.1% | +28.8% | +142.3% | +91.9% |
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