+333.1%
SLV vs VUG
+1,081.7%
-748.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +6.7% | -0.3% | +7.0% | +6.8% |
| 3M | -10.7% | -0.7% | -10.0% | -10.3% |
| 6M | -20.6% | +14.6% | -35.2% | -24.1% |
| YTD | -7.1% | +9.0% | -16.2% | -9.5% |
| 1Y | +62.0% | +14.9% | +47.1% | +55.0% |
| 3Y | +169.8% | +86.0% | +83.8% | +116.7% |
| 5Y | +161.5% | +76.7% | +84.8% | +109.8% |
| 10Y | +224.4% | +411.3% | -186.9% | +72.0% |
| All | +333.1% | +1,081.7% | -748.6% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling