+72.6%
TRVI vs VT
+142.8%
-70.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -7.8% |
| 7D | +6.3% | +2.9% | +3.4% | +5.0% |
| 30D | +10.8% | -2.5% | +13.3% | +12.4% |
| 3M | -23.2% | -3.3% | -19.9% | -21.8% |
| 6M | -7.7% | +1.5% | -9.3% | -7.9% |
| YTD | +8.8% | +11.4% | -2.6% | +4.3% |
| 1Y | +14.9% | +11.9% | +3.0% | +10.1% |
| 3Y | +939.7% | +73.9% | +865.8% | +743.9% |
| 5Y | +1,094.7% | +57.9% | +1,036.8% | +862.5% |
| All | +72.6% | +142.8% | -70.1% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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