+139.2%
TRV vs VFC
-28.9%
+168.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -1.8% | -4.0% | +2.1% | -1.6% |
| 30D | -2.1% | -14.6% | +12.5% | -1.4% |
| 3M | +21.2% | -23.1% | +44.3% | +22.6% |
| 6M | +22.0% | -25.2% | +47.3% | +23.4% |
| YTD | +27.7% | -29.5% | +57.2% | +29.4% |
| 1Y | +36.6% | -14.4% | +50.9% | +36.7% |
| All | +139.2% | -28.9% | +168.1% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling