+333.1%
SLV vs VFC
+66.5%
+266.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -0.3% | -1.6% | +1.3% | -0.2% |
| 30D | +6.7% | -11.6% | +18.3% | +7.8% |
| 3M | -10.7% | -18.1% | +7.4% | -9.4% |
| 6M | -20.6% | -27.4% | +6.8% | -18.7% |
| YTD | -7.1% | -24.8% | +17.7% | -5.1% |
| 1Y | +62.0% | -8.2% | +70.2% | +62.7% |
| 3Y | +169.8% | -29.1% | +198.9% | +168.4% |
| 5Y | +161.5% | -79.2% | +240.6% | +182.9% |
| 10Y | +224.4% | -68.1% | +292.5% | +231.5% |
| All | +333.1% | +66.5% | +266.6% | +240.7% |
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 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