+333.1%
SLV vs VO
+537.8%
-204.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.3% | -0.3% | -0.1% | -0.2% |
| 30D | +6.7% | -0.3% | +7.0% | +6.9% |
| 3M | -10.7% | +2.9% | -13.6% | -11.5% |
| 6M | -20.6% | +9.3% | -29.9% | -22.9% |
| YTD | -7.1% | +14.2% | -21.3% | -10.9% |
| 1Y | +62.0% | +15.3% | +46.7% | +54.8% |
| 3Y | +169.8% | +56.2% | +113.6% | +131.1% |
| 5Y | +161.5% | +42.4% | +119.0% | +128.8% |
| 10Y | +224.4% | +194.7% | +29.7% | +116.6% |
| All | +333.1% | +537.8% | -204.7% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling