+295.4%
TRV vs VCIT
+29.2%
+266.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -2.3% | -0.5% | -1.8% | -2.1% |
| 3M | +22.7% | -0.9% | +23.6% | +23.1% |
| 6M | +21.9% | -1.9% | +23.9% | +22.8% |
| YTD | +27.5% | -1.0% | +28.4% | +27.9% |
| 1Y | +36.2% | +0.2% | +36.0% | +36.1% |
| 3Y | +140.6% | +19.0% | +121.6% | +127.3% |
| 5Y | +154.5% | +3.1% | +151.5% | +156.7% |
| 10Y | +295.4% | +29.8% | +265.7% | +306.9% |
| All | +295.4% | +29.2% | +266.2% | +306.9% |
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