+126.8%
SLVR vs VT
+31.6%
+95.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +4.9% |
| 7D | +0.1% | -4.2% | +4.3% | +8.2% |
| 30D | -14.3% | -5.8% | -8.5% | -4.2% |
| 3M | -14.9% | -5.2% | -9.7% | -5.5% |
| 6M | -18.6% | +0.1% | -18.8% | -15.9% |
| YTD | -16.1% | +8.2% | -24.4% | -20.9% |
| 1Y | +24.2% | +10.1% | +14.1% | +15.2% |
| All | +126.8% | +31.6% | +95.2% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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