+171.1%
SLV vs VT
+215.5%
-44.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | +5.1% | -2.3% | +7.4% | +6.5% |
| 30D | -12.9% | -5.0% | -8.0% | -10.2% |
| 3M | -16.1% | -4.9% | -11.2% | -13.4% |
| 6M | -33.2% | -1.5% | -31.6% | -32.0% |
| YTD | -27.2% | +8.5% | -35.7% | -29.1% |
| 1Y | +7.6% | +11.4% | -3.8% | +3.7% |
| 3Y | +122.3% | +70.1% | +52.3% | +77.0% |
| 5Y | +109.7% | +53.7% | +56.0% | +71.6% |
| All | +171.1% | +215.5% | -44.4% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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