+73.3%
VZ vs SLV
+178.7%
-105.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +0.9% | -3.9% | +4.8% | +0.9% |
| 30D | +6.9% | -15.6% | +22.6% | +7.0% |
| 3M | +0.6% | -23.6% | +24.2% | +0.7% |
| 6M | +0.3% | -42.6% | +42.9% | +0.7% |
| YTD | +21.9% | -30.0% | +51.9% | +18.9% |
| 1Y | +21.7% | -6.6% | +28.3% | +16.4% |
| 3Y | +58.5% | +121.8% | -63.3% | +40.4% |
| 5Y | +22.4% | +92.7% | -70.2% | +8.8% |
| All | +73.3% | +178.7% | -105.4% | +48.4% |
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 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