+182.6%
SLV vs VCLT
+12.2%
+170.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | +3.3% | -0.6% | +3.8% | +3.5% |
| 3M | -3.6% | -2.2% | -1.3% | -2.6% |
| 6M | -21.8% | -2.9% | -18.9% | -20.8% |
| YTD | -7.8% | -2.1% | -5.8% | -6.9% |
| 1Y | +58.3% | -2.6% | +60.9% | +60.0% |
| 3Y | +182.6% | +12.5% | +170.1% | +177.4% |
| All | +182.6% | +12.2% | +170.3% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling