+161.1%
TRV vs VLTO
+56.4%
+104.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | +6.7% | +17.5% | -10.7% | +2.2% |
| 3M | +9.4% | +21.4% | -12.0% | +3.7% |
| 6M | +37.7% | +38.1% | -0.4% | +26.2% |
| YTD | +40.6% | +19.0% | +21.6% | +33.8% |
| 1Y | +42.4% | +20.7% | +21.8% | +34.8% |
| 3Y | +148.1% | +64.3% | +83.8% | +128.7% |
| All | +161.1% | +56.4% | +104.7% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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