+6,477.2%
TRV vs VFC
+845.1%
+5,632.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.9% |
| 7D | -0.1% | -1.6% | +1.5% | +0.2% |
| 30D | -3.4% | -11.6% | +8.2% | -0.6% |
| 3M | +26.4% | -18.1% | +44.5% | +31.3% |
| 6M | +19.3% | -27.4% | +46.7% | +26.7% |
| YTD | +28.3% | -24.8% | +53.2% | +34.4% |
| 1Y | +34.3% | -8.2% | +42.5% | +32.2% |
| 3Y | +140.1% | -29.1% | +169.2% | +121.1% |
| 5Y | +155.7% | -79.2% | +234.9% | +229.3% |
| 10Y | +285.5% | -68.1% | +353.7% | +312.0% |
| All | +6,477.2% | +845.1% | +5,632.1% | +2,805.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling