+156.9%
SLV vs VCIT
+96.6%
+60.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -0.7% | +0.5% | -1.2% | -1.2% |
| 30D | -15.4% | +2.1% | -17.4% | -17.3% |
| 3M | -16.3% | -1.6% | -14.7% | -14.8% |
| 6M | -28.8% | -1.6% | -27.2% | -27.4% |
| YTD | -27.1% | -1.5% | -25.6% | -25.6% |
| 1Y | +7.5% | -0.4% | +7.9% | +8.5% |
| 3Y | +121.2% | +19.6% | +101.6% | +84.4% |
| 5Y | +110.0% | +3.3% | +106.7% | +101.2% |
| 10Y | +168.8% | +28.9% | +139.9% | +114.3% |
| All | +156.9% | +96.6% | +60.2% | +87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling