+239.3%
SLV vs VFC
+153.6%
+85.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.1% |
| 7D | +5.1% | +11.2% | -6.1% | +4.1% |
| 30D | -12.9% | +41.5% | -54.4% | -15.5% |
| 3M | -16.1% | +38.9% | -55.0% | -18.5% |
| 6M | -33.2% | +6.1% | -39.3% | -33.8% |
| YTD | -27.2% | +14.5% | -41.8% | -28.3% |
| 1Y | +7.6% | +46.0% | -38.3% | +4.1% |
| 3Y | +122.3% | +36.4% | +86.0% | +110.0% |
| 5Y | +109.7% | -67.5% | +177.2% | +118.4% |
| 10Y | +168.4% | -45.8% | +214.3% | +161.9% |
| All | +239.3% | +153.6% | +85.7% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling