+140.7%
SLV vs VLTO
+56.3%
+84.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | +3.7% | +1.6% | +2.0% | +3.6% |
| 30D | -15.2% | +22.0% | -37.1% | -16.1% |
| 3M | -21.8% | +21.9% | -43.7% | -22.6% |
| 6M | -36.3% | +36.5% | -72.8% | -37.7% |
| YTD | -27.8% | +19.0% | -46.8% | -28.7% |
| 1Y | +1.5% | +21.0% | -19.5% | 0.0% |
| 3Y | +128.5% | +69.9% | +58.6% | +127.2% |
| All | +140.7% | +56.3% | +84.4% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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