+302.0%
TRV vs VTEB
+17.9%
+284.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.8% |
| 7D | +1.9% | -0.9% | +2.9% | +2.6% |
| 30D | +1.7% | -2.5% | +4.2% | +3.6% |
| 3M | +23.9% | -3.0% | +26.8% | +26.6% |
| 6M | +26.3% | -2.1% | +28.4% | +28.3% |
| YTD | +30.8% | -1.5% | +32.3% | +32.2% |
| 1Y | +36.3% | +0.2% | +36.2% | +36.1% |
| 3Y | +145.0% | +8.6% | +136.5% | +129.9% |
| 5Y | +163.9% | +1.2% | +162.7% | +163.4% |
| All | +302.0% | +17.9% | +284.1% | +335.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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