+58.3%
SLV vs VFC
-11.5%
+69.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | +3.3% | -11.9% | +15.2% | +5.8% |
| 3M | -3.6% | -20.2% | +16.6% | -0.2% |
| 6M | -21.8% | -23.0% | +1.2% | -18.5% |
| YTD | -7.8% | -26.2% | +18.4% | -0.8% |
| 1Y | +58.3% | -13.3% | +71.6% | +73.2% |
| All | +58.3% | -11.5% | +69.7% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling