+175.9%
SLV vs VFC
-44.8%
+220.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.5% |
| 7D | +5.6% | +7.7% | -2.0% | +5.0% |
| 30D | -12.1% | +39.2% | -51.3% | -14.6% |
| 3M | -16.3% | +40.3% | -56.5% | -18.8% |
| 6M | -34.1% | +11.4% | -45.4% | -35.0% |
| YTD | -25.3% | +17.5% | -42.8% | -26.5% |
| 1Y | +9.6% | +45.9% | -36.3% | +6.2% |
| 3Y | +132.7% | +47.3% | +85.4% | +119.5% |
| 5Y | +113.7% | -67.2% | +180.9% | +121.1% |
| 10Y | +175.9% | -46.1% | +222.0% | +175.3% |
| All | +175.9% | -44.8% | +220.7% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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