+92.7%
SLV vs VTR
+92.5%
+0.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -3.9% | +0.7% | -4.5% | -4.0% |
| 30D | -15.6% | +6.9% | -22.6% | -16.6% |
| 3M | -23.6% | +1.3% | -24.9% | -23.8% |
| 6M | -42.6% | +2.5% | -45.0% | -42.9% |
| YTD | -30.0% | +18.0% | -47.9% | -32.4% |
| 1Y | -6.6% | +19.5% | -26.1% | -10.2% |
| 3Y | +121.8% | +130.2% | -8.4% | +81.7% |
| 5Y | +92.7% | +93.8% | -1.2% | +60.4% |
| All | +92.7% | +92.5% | +0.2% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling