+94.0%
TRVI vs VT
+142.6%
-48.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.6% |
| 7D | +12.3% | +0.4% | +12.0% | +12.3% |
| 30D | +16.1% | -2.6% | +18.7% | +17.7% |
| 3M | -17.3% | -3.2% | -14.1% | -15.8% |
| 6M | +5.6% | +0.9% | +4.6% | +5.6% |
| YTD | +22.3% | +11.3% | +11.0% | +17.3% |
| 1Y | +39.1% | +14.0% | +25.1% | +32.2% |
| 3Y | +1,029.9% | +75.8% | +954.0% | +813.4% |
| 5Y | +1,186.6% | +57.8% | +1,128.7% | +936.5% |
| All | +94.0% | +142.6% | -48.6% | +70.0% |
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