+905.2%
VRT vs SLV
+163.9%
+741.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | +9.1% | -0.3% | +9.5% | +9.2% |
| 30D | +0.9% | +6.7% | -5.8% | -1.2% |
| 3M | -13.4% | -10.7% | -2.7% | -10.6% |
| 6M | +11.7% | -20.6% | +32.3% | +18.7% |
| YTD | +73.2% | -7.1% | +80.4% | +69.7% |
| 1Y | +123.4% | +62.0% | +61.4% | +82.5% |
| 3Y | +606.2% | +169.8% | +436.3% | +391.2% |
| All | +905.2% | +163.9% | +741.4% | +489.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling