+218.9%
SLV vs VO
+192.5%
+26.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | +3.3% | -1.1% | +4.3% | +3.7% |
| 3M | -3.6% | +4.5% | -8.1% | -5.2% |
| 6M | -21.8% | +11.1% | -32.9% | -24.8% |
| YTD | -7.8% | +13.5% | -21.4% | -11.7% |
| 1Y | +58.3% | +14.5% | +43.8% | +51.1% |
| 3Y | +182.6% | +58.1% | +124.5% | +140.2% |
| 5Y | +167.8% | +43.3% | +124.5% | +132.2% |
| 10Y | +218.9% | +193.2% | +25.7% | +122.2% |
| All | +218.9% | +192.5% | +26.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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