+302.0%
TRV vs VFC
-69.1%
+371.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.4% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | +1.7% | -9.0% | +10.7% | +3.2% |
| 3M | +23.9% | -24.2% | +48.1% | +28.8% |
| 6M | +26.3% | -18.5% | +44.8% | +29.0% |
| YTD | +30.8% | -25.9% | +56.7% | +35.3% |
| 1Y | +36.3% | -13.0% | +49.3% | +36.1% |
| 3Y | +145.0% | -20.3% | +165.3% | +125.1% |
| 5Y | +163.9% | -78.1% | +242.0% | +254.0% |
| All | +302.0% | -69.1% | +371.1% | +384.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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