+1,917.9%
VRT vs SLV
+232.5%
+1,685.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.8% |
| 7D | -10.6% | +5.6% | -16.2% | -12.3% |
| 30D | -17.4% | -12.1% | -5.3% | -14.1% |
| 3M | -26.4% | -16.3% | -10.1% | -22.3% |
| 6M | -41.0% | -34.1% | -6.9% | -33.4% |
| YTD | +23.8% | -25.3% | +49.1% | +30.0% |
| 1Y | +11.6% | +9.6% | +2.0% | +3.4% |
| 3Y | +403.5% | +132.7% | +270.8% | +266.9% |
| 5Y | +647.0% | +113.7% | +533.4% | +436.6% |
| All | +1,917.9% | +232.5% | +1,685.4% | +976.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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