+175.8%
SLV vs VFC
-48.6%
+224.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.5% |
| 7D | -5.8% | +1.6% | -7.5% | -6.0% |
| 30D | -12.1% | +25.5% | -37.6% | -13.9% |
| 3M | -24.1% | +41.3% | -65.4% | -26.4% |
| 6M | -44.4% | +22.2% | -66.6% | -45.6% |
| YTD | -31.5% | +16.4% | -47.9% | -32.6% |
| 1Y | -6.9% | +38.4% | -45.4% | -9.5% |
| 3Y | +116.0% | +56.2% | +59.8% | +102.9% |
| 5Y | +88.4% | -68.2% | +156.6% | +95.6% |
| All | +175.8% | -48.6% | +224.5% | +175.7% |
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