+172.7%
SLV vs VCLT
-15.5%
+188.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +2.2% | +0.1% | +2.1% | +2.1% |
| 3M | +2.9% | -2.9% | +5.8% | +4.5% |
| 6M | -22.4% | -4.0% | -18.5% | -20.7% |
| YTD | -5.7% | -2.2% | -3.5% | -4.5% |
| 1Y | +63.3% | -2.6% | +65.9% | +65.7% |
| 3Y | +189.0% | +12.3% | +176.7% | +171.3% |
| 5Y | +172.7% | -16.4% | +189.0% | +174.4% |
| All | +172.7% | -15.5% | +188.2% | +174.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling