+357.4%
TRV vs VCIT
+30.2%
+327.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | +7.2% | +1.8% | +5.4% | +6.5% |
| 3M | +3.2% | -1.1% | +4.3% | +3.6% |
| 6M | +33.6% | -1.7% | +35.3% | +34.4% |
| YTD | +37.8% | -1.1% | +38.9% | +38.3% |
| 1Y | +43.4% | -0.4% | +43.8% | +43.6% |
| 3Y | +146.7% | +20.5% | +126.2% | +132.2% |
| 5Y | +176.1% | +3.8% | +172.3% | +177.2% |
| 10Y | +357.4% | +31.2% | +326.2% | +375.4% |
| All | +357.4% | +30.2% | +327.2% | +375.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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