+119.1%
SLV vs VXUS
+179.6%
-60.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | -0.3% | +1.0% | -1.4% | -0.9% |
| 30D | +6.7% | +2.2% | +4.5% | +5.4% |
| 3M | -10.7% | +3.0% | -13.7% | -11.9% |
| 6M | -20.6% | +10.7% | -31.3% | -24.5% |
| YTD | -7.1% | +17.8% | -25.0% | -13.9% |
| 1Y | +62.0% | +27.6% | +34.4% | +44.2% |
| 3Y | +169.8% | +73.3% | +96.5% | +105.5% |
| 5Y | +161.5% | +54.3% | +107.1% | +108.8% |
| 10Y | +224.4% | +149.8% | +74.6% | +103.5% |
| All | +119.1% | +179.6% | -60.5% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling