+219.9%
SLV vs VWO
+117.1%
+102.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -2.8% | -1.8% | -1.1% | -1.8% |
| 30D | -1.6% | -0.1% | -1.5% | -1.5% |
| 3M | -4.4% | +2.2% | -6.7% | -5.5% |
| 6M | -25.4% | +8.8% | -34.2% | -28.2% |
| YTD | -9.8% | +12.4% | -22.2% | -13.8% |
| 1Y | +53.8% | +15.6% | +38.2% | +45.2% |
| 3Y | +174.7% | +62.5% | +112.1% | +121.9% |
| 5Y | +164.3% | +34.3% | +130.0% | +128.0% |
| All | +219.9% | +117.1% | +102.8% | +122.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling