+171.1%
SLV vs VXUS
+135.4%
+35.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +5.1% | -1.8% | +6.9% | +6.4% |
| 30D | -12.9% | -4.6% | -8.3% | -9.8% |
| 3M | -16.1% | -6.1% | -10.0% | -11.8% |
| 6M | -33.2% | -4.9% | -28.3% | -30.0% |
| YTD | -27.2% | +8.1% | -35.3% | -28.7% |
| 1Y | +7.6% | +12.1% | -4.5% | +3.3% |
| 3Y | +122.3% | +63.9% | +58.5% | +73.3% |
| 5Y | +109.7% | +43.1% | +66.6% | +72.3% |
| All | +171.1% | +135.4% | +35.7% | +62.2% |
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