+333.1%
SLV vs VTR
+497.3%
-164.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.0% |
| 7D | -0.3% | -1.7% | +1.3% | -0.1% |
| 30D | +6.7% | -2.4% | +9.1% | +7.0% |
| 3M | -10.7% | +14.8% | -25.5% | -12.5% |
| 6M | -20.6% | +5.3% | -25.9% | -21.3% |
| YTD | -7.1% | +18.1% | -25.2% | -9.4% |
| 1Y | +62.0% | +36.7% | +25.3% | +54.9% |
| 3Y | +169.8% | +130.1% | +39.7% | +140.0% |
| 5Y | +161.5% | +89.5% | +72.0% | +136.5% |
| 10Y | +224.4% | +87.4% | +137.0% | +179.1% |
| All | +333.1% | +497.3% | -164.2% | +162.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling