+175.7%
SLV vs VT
+345.0%
-169.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.5% |
| 7D | -0.7% | -4.2% | +3.4% | +1.4% |
| 30D | -15.4% | -5.8% | -9.6% | -12.7% |
| 3M | -16.3% | -5.2% | -11.1% | -13.8% |
| 6M | -28.8% | +0.1% | -28.9% | -28.3% |
| YTD | -27.1% | +8.2% | -35.4% | -28.7% |
| 1Y | +7.5% | +10.1% | -2.6% | +4.4% |
| 3Y | +121.2% | +69.7% | +51.5% | +77.5% |
| 5Y | +110.0% | +53.4% | +56.6% | +74.4% |
| 10Y | +168.8% | +219.2% | -50.4% | +60.3% |
| All | +175.7% | +345.0% | -169.3% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling