+219.5%
SLV vs VTR
+491.9%
-272.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -5.8% | +0.2% | -6.0% | -5.9% |
| 30D | -12.1% | +5.5% | -17.6% | -12.8% |
| 3M | -24.1% | -0.9% | -23.2% | -24.1% |
| 6M | -44.4% | -0.4% | -44.0% | -44.5% |
| YTD | -31.5% | +17.0% | -48.5% | -33.2% |
| 1Y | -6.9% | +18.0% | -24.9% | -9.3% |
| 3Y | +116.0% | +127.4% | -11.4% | +92.4% |
| 5Y | +88.4% | +92.3% | -3.8% | +70.1% |
| 10Y | +167.9% | +129.6% | +38.4% | +125.2% |
| All | +219.5% | +491.9% | -272.4% | +93.9% |
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