+295.4%
TRV vs FE
+110.4%
+185.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -2.3% | -1.2% | -1.2% | -1.9% |
| 3M | +22.7% | +1.7% | +21.0% | +21.8% |
| 6M | +21.9% | -7.5% | +29.4% | +25.5% |
| YTD | +27.5% | +6.3% | +21.1% | +23.9% |
| 1Y | +36.2% | +10.9% | +25.4% | +30.2% |
| 3Y | +140.6% | +46.9% | +93.7% | +102.9% |
| 5Y | +154.5% | +47.6% | +106.9% | +111.0% |
| 10Y | +295.4% | +114.5% | +181.0% | +210.8% |
| All | +295.4% | +110.4% | +185.1% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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