+1,855.0%
VRT vs SLV
+221.0%
+1,634.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.3% | -2.0% |
| 7D | -17.7% | +3.7% | -21.4% | -18.8% |
| 30D | -20.0% | -15.2% | -4.9% | -15.9% |
| 3M | -28.1% | -21.8% | -6.3% | -22.5% |
| 6M | -42.8% | -36.3% | -6.5% | -34.7% |
| YTD | +20.0% | -27.8% | +47.8% | +27.4% |
| 1Y | +3.5% | +1.5% | +2.0% | -1.8% |
| 3Y | +366.1% | +128.5% | +237.6% | +241.7% |
| 5Y | +632.2% | +103.2% | +528.9% | +434.3% |
| All | +1,855.0% | +221.0% | +1,634.0% | +954.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling