+361.8%
VRT vs SLV
+120.9%
+240.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -21.4% | +5.1% | -26.4% | -22.8% |
| 30D | -25.8% | -12.9% | -12.9% | -22.5% |
| 3M | -33.5% | -16.1% | -17.5% | -29.8% |
| 6M | -49.0% | -33.2% | -15.9% | -42.6% |
| YTD | +12.9% | -27.2% | +40.2% | +19.5% |
| 1Y | 0.0% | +7.6% | -7.6% | -7.2% |
| 3Y | +361.8% | +122.3% | +239.5% | +285.4% |
| All | +361.8% | +120.9% | +240.9% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling