+227.4%
SLV vs VCLT
+103.4%
+124.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +6.7% | -0.9% | +7.5% | +7.1% |
| 3M | -10.7% | -3.2% | -7.4% | -9.4% |
| 6M | -20.6% | -3.8% | -16.8% | -19.1% |
| YTD | -7.1% | -2.0% | -5.1% | -6.2% |
| 1Y | +62.0% | -0.8% | +62.8% | +62.7% |
| 3Y | +169.8% | +12.3% | +157.5% | +156.2% |
| 5Y | +161.5% | -15.4% | +176.9% | +175.2% |
| 10Y | +224.4% | +15.7% | +208.7% | +205.1% |
| All | +227.4% | +103.4% | +124.0% | +214.6% |
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 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