+175.9%
SLV vs VUG
+405.9%
-230.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.7% |
| 7D | +5.6% | +0.5% | +5.1% | +5.4% |
| 30D | -12.1% | -8.2% | -3.9% | -9.2% |
| 3M | -16.3% | -5.4% | -10.8% | -14.4% |
| 6M | -34.1% | -2.5% | -31.5% | -33.2% |
| YTD | -25.3% | +4.2% | -29.5% | -25.8% |
| 1Y | +9.6% | +5.0% | +4.6% | +8.6% |
| 3Y | +132.7% | +81.7% | +50.9% | +94.9% |
| 5Y | +113.7% | +62.5% | +51.1% | +81.6% |
| 10Y | +175.9% | +396.3% | -220.4% | +74.8% |
| All | +175.9% | +405.9% | -230.0% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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