+1,002.8%
TRV vs VCIT
+96.4%
+906.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +9.6% | +1.9% | +7.7% | +9.2% |
| 3M | +2.7% | -1.4% | +4.2% | +3.0% |
| 6M | +32.0% | -2.1% | +34.2% | +32.5% |
| YTD | +37.8% | -1.6% | +39.4% | +38.2% |
| 1Y | +45.2% | -0.9% | +46.1% | +45.5% |
| 3Y | +145.3% | +20.0% | +125.3% | +139.5% |
| 5Y | +172.3% | +3.1% | +169.2% | +170.4% |
| 10Y | +367.3% | +28.7% | +338.6% | +375.4% |
| All | +1,002.8% | +96.4% | +906.4% | +1,377.4% |
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 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