+239.3%
SLV vs VO
+517.6%
-278.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +5.1% | -2.6% | +7.6% | +6.1% |
| 30D | -12.9% | -0.9% | -12.0% | -12.6% |
| 3M | -16.1% | -3.0% | -13.1% | -15.0% |
| 6M | -33.2% | +2.2% | -35.4% | -33.5% |
| YTD | -27.2% | +10.6% | -37.8% | -29.3% |
| 1Y | +7.6% | +12.5% | -4.9% | +4.0% |
| 3Y | +122.3% | +61.4% | +61.0% | +88.9% |
| 5Y | +109.7% | +33.4% | +76.3% | +88.1% |
| 10Y | +168.4% | +201.5% | -33.1% | +78.1% |
| All | +239.3% | +517.6% | -278.2% | +46.1% |
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