+324.4%
SLV vs VTEB
+26.6%
+297.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | -0.2% | +2.7% | +2.7% |
| 30D | +3.3% | -1.6% | +4.9% | +5.0% |
| 3M | -3.6% | -2.0% | -1.6% | -1.5% |
| 6M | -21.8% | -1.7% | -20.1% | -20.2% |
| YTD | -7.8% | -0.6% | -7.2% | -7.0% |
| 1Y | +58.3% | +1.8% | +56.4% | +56.1% |
| 3Y | +182.6% | +9.6% | +173.0% | +158.4% |
| 5Y | +167.8% | +2.1% | +165.7% | +161.4% |
| 10Y | +218.9% | +18.9% | +199.9% | +165.2% |
| All | +324.4% | +26.6% | +297.7% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling