+65.5%
VZ vs SLV
+169.5%
-104.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.8% |
| 7D | +2.2% | +5.6% | -3.4% | +2.2% |
| 30D | +10.6% | -12.1% | +22.7% | +10.6% |
| 3M | -0.6% | -16.3% | +15.7% | -0.6% |
| 6M | +0.7% | -34.1% | +34.8% | +1.1% |
| YTD | +20.6% | -25.3% | +45.9% | +17.7% |
| 1Y | +22.7% | +9.6% | +13.1% | +16.6% |
| 3Y | +57.2% | +132.7% | -75.4% | +39.6% |
| 5Y | +21.4% | +113.7% | -92.3% | +7.7% |
| 10Y | +65.5% | +175.9% | -110.4% | +44.2% |
| All | +65.5% | +169.5% | -104.0% | +44.2% |
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