+153.9%
TRV vs FE
+48.2%
+105.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.5% | +0.6% | -0.2% | +0.3% |
| 30D | -4.9% | -2.1% | -2.7% | -4.2% |
| 3M | +23.7% | +2.6% | +21.1% | +22.6% |
| 6M | +20.3% | -6.8% | +27.1% | +22.9% |
| YTD | +27.1% | +6.9% | +20.2% | +23.9% |
| 1Y | +35.3% | +11.6% | +23.8% | +30.1% |
| 3Y | +139.8% | +47.7% | +92.1% | +108.8% |
| 5Y | +153.9% | +46.2% | +107.7% | +116.4% |
| All | +153.9% | +48.2% | +105.7% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling