+175.8%
SLV vs VEA
+161.1%
+14.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -5.8% | +2.3% | -8.1% | -7.3% |
| 30D | -12.1% | +0.2% | -12.3% | -12.2% |
| 3M | -24.1% | -5.3% | -18.8% | -20.9% |
| 6M | -44.4% | -0.9% | -43.5% | -43.5% |
| YTD | -31.5% | +12.2% | -43.7% | -34.6% |
| 1Y | -6.9% | +16.1% | -23.0% | -12.8% |
| 3Y | +116.0% | +73.0% | +43.0% | +63.6% |
| 5Y | +88.4% | +53.7% | +34.7% | +48.8% |
| All | +175.8% | +161.1% | +14.7% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling