+227.4%
SLV vs VCIT
+98.3%
+129.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.6% |
| 3M | -10.7% | -1.0% | -9.7% | -9.6% |
| 6M | -20.6% | -1.8% | -18.8% | -18.7% |
| YTD | -7.1% | -0.7% | -6.4% | -6.1% |
| 1Y | +62.0% | +1.0% | +61.0% | +61.1% |
| 3Y | +169.8% | +18.8% | +151.0% | +126.3% |
| 5Y | +161.5% | +3.5% | +158.0% | +149.7% |
| 10Y | +224.4% | +29.2% | +195.2% | +157.3% |
| All | +227.4% | +98.3% | +129.1% | +136.2% |
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