+218.9%
SLV vs VXUS
+145.9%
+73.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +2.5% | +1.6% | +0.9% | +1.4% |
| 30D | +3.3% | +1.0% | +2.3% | +2.6% |
| 3M | -3.6% | +5.7% | -9.2% | -6.9% |
| 6M | -21.8% | +13.6% | -35.4% | -27.5% |
| YTD | -7.8% | +17.4% | -25.2% | -15.2% |
| 1Y | +58.3% | +25.1% | +33.2% | +40.5% |
| 3Y | +182.6% | +75.8% | +106.7% | +107.9% |
| 5Y | +167.8% | +55.4% | +112.4% | +106.7% |
| 10Y | +218.9% | +146.4% | +72.4% | +88.6% |
| All | +218.9% | +145.9% | +73.0% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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