+155.3%
SLV vs VCLT
+102.1%
+53.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -0.6% | -0.5% | -0.8% |
| 30D | -14.2% | +2.8% | -17.0% | -15.2% |
| 3M | -20.3% | -0.4% | -19.9% | -20.1% |
| 6M | -40.2% | -3.1% | -37.1% | -39.3% |
| YTD | -27.6% | -2.7% | -24.9% | -26.6% |
| 1Y | +0.4% | -3.7% | +4.1% | +2.2% |
| 3Y | +129.4% | +15.6% | +113.8% | +115.4% |
| 5Y | +99.8% | -15.8% | +115.6% | +110.9% |
| 10Y | +183.2% | +23.0% | +160.2% | +163.4% |
| All | +155.3% | +102.1% | +53.3% | +146.2% |
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