+218.9%
SLV vs VFC
-69.1%
+288.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | +3.3% | -11.9% | +15.2% | +4.4% |
| 3M | -3.6% | -20.2% | +16.6% | -2.0% |
| 6M | -21.8% | -23.0% | +1.2% | -20.3% |
| YTD | -7.8% | -26.2% | +18.4% | -5.6% |
| 1Y | +58.3% | -13.3% | +71.6% | +60.0% |
| 3Y | +182.6% | -25.5% | +208.1% | +181.3% |
| 5Y | +167.8% | -78.1% | +245.9% | +187.6% |
| 10Y | +218.9% | -68.8% | +287.6% | +234.0% |
| All | +218.9% | -69.1% | +288.0% | +234.0% |
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