+158.5%
TRV vs VFC
-79.4%
+237.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -1.5% | -3.3% | +1.8% | -1.3% |
| 30D | -1.8% | -14.0% | +12.2% | -0.8% |
| 3M | +21.6% | -22.6% | +44.1% | +23.4% |
| 6M | +22.5% | -24.7% | +47.2% | +24.3% |
| YTD | +28.1% | -29.0% | +57.1% | +30.4% |
| 1Y | +37.0% | -13.8% | +50.8% | +37.1% |
| 3Y | +141.9% | -28.2% | +170.1% | +137.1% |
| 5Y | +158.5% | -79.0% | +237.5% | +205.9% |
| All | +158.5% | -79.4% | +237.9% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling