+147.0%
SLV vs VCLT
+99.5%
+47.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.7% |
| 7D | -3.9% | -1.9% | -2.0% | -3.0% |
| 30D | -15.6% | +1.4% | -17.1% | -16.2% |
| 3M | -23.6% | -1.8% | -21.8% | -22.9% |
| 6M | -42.6% | -3.9% | -38.7% | -41.5% |
| YTD | -30.0% | -3.9% | -26.0% | -28.6% |
| 1Y | -6.6% | -4.7% | -1.9% | -4.5% |
| 3Y | +121.8% | +14.1% | +107.8% | +109.5% |
| 5Y | +92.7% | -16.6% | +109.3% | +104.4% |
| 10Y | +174.0% | +21.4% | +152.5% | +156.3% |
| All | +147.0% | +99.5% | +47.5% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling