+159.5%
TRV vs VLTO
+56.3%
+103.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.4% | +1.6% | -0.3% | +0.9% |
| 30D | +8.7% | +22.0% | -13.3% | +3.0% |
| 3M | +7.1% | +21.9% | -14.8% | +1.4% |
| 6M | +35.5% | +36.5% | -1.0% | +24.6% |
| YTD | +39.7% | +19.0% | +20.7% | +33.0% |
| 1Y | +44.1% | +21.0% | +23.1% | +36.2% |
| 3Y | +148.1% | +69.9% | +78.2% | +128.7% |
| All | +159.5% | +56.3% | +103.2% | +139.7% |
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