+219.9%
SLV vs VTEB
+17.9%
+202.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -1.9% |
| 30D | -1.6% | -2.5% | +0.9% | +1.1% |
| 3M | -4.4% | -3.0% | -1.5% | -1.4% |
| 6M | -25.4% | -2.1% | -23.3% | -23.5% |
| YTD | -9.8% | -1.5% | -8.3% | -8.1% |
| 1Y | +53.8% | +0.2% | +53.6% | +54.3% |
| 3Y | +174.7% | +8.6% | +166.1% | +154.2% |
| 5Y | +164.3% | +1.2% | +163.1% | +160.3% |
| All | +219.9% | +17.9% | +202.0% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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