+343.0%
VZ vs SLV
+263.3%
+79.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | +5.1% | -2.9% | +2.0% |
| 30D | +1.4% | -12.9% | +14.3% | +1.7% |
| 3M | -1.3% | -16.1% | +14.8% | -0.9% |
| 6M | -0.5% | -33.2% | +32.6% | +0.5% |
| YTD | +19.6% | -27.2% | +46.9% | +18.7% |
| 1Y | +22.4% | +7.6% | +14.8% | +18.7% |
| 3Y | +55.9% | +122.3% | -66.5% | +44.3% |
| 5Y | +20.4% | +109.7% | -89.3% | +11.4% |
| 10Y | +66.9% | +168.4% | -101.6% | +51.3% |
| All | +343.0% | +263.3% | +79.6% | +266.3% |
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