+927.1%
TRV vs VCIT
+98.3%
+828.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.1% | -0.3% | +0.2% | -0.1% |
| 30D | -3.4% | -0.8% | -2.7% | -3.3% |
| 3M | +26.4% | -1.0% | +27.4% | +26.6% |
| 6M | +19.3% | -1.8% | +21.1% | +19.7% |
| YTD | +28.3% | -0.7% | +29.0% | +28.5% |
| 1Y | +34.3% | +1.0% | +33.3% | +34.1% |
| 3Y | +140.1% | +18.8% | +121.3% | +134.7% |
| 5Y | +155.7% | +3.5% | +152.2% | +153.8% |
| 10Y | +285.5% | +29.2% | +256.3% | +290.8% |
| All | +927.1% | +98.3% | +828.8% | +1,273.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling