+62.0%
SLV vs VWO
+23.1%
+38.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.5% |
| 7D | -0.3% | +1.1% | -1.4% | -2.2% |
| 30D | +6.7% | +2.4% | +4.3% | +2.4% |
| 3M | -10.7% | +2.0% | -12.7% | -13.4% |
| 6M | -20.6% | +10.7% | -31.3% | -33.2% |
| YTD | -7.1% | +14.4% | -21.6% | -19.8% |
| 1Y | +62.0% | +22.7% | +39.3% | +44.7% |
| All | +62.0% | +23.1% | +38.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling