+128.5%
SLV vs VCLT
+14.6%
+114.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -2.9% |
| 7D | +3.7% | +0.2% | +3.4% | +3.6% |
| 30D | -15.2% | +2.3% | -17.4% | -16.2% |
| 3M | -21.8% | -1.1% | -20.7% | -21.3% |
| 6M | -36.3% | -4.2% | -32.2% | -34.9% |
| YTD | -27.8% | -3.4% | -24.5% | -26.5% |
| 1Y | +1.5% | -3.8% | +5.3% | +3.5% |
| 3Y | +128.5% | +14.7% | +113.8% | +113.6% |
| All | +128.5% | +14.6% | +114.0% | +113.6% |
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