-34.9%
VST vs TRV
+54.4%
-89.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.5% | -17.3% | -12.0% |
| 7D | -15.7% | +3.9% | -19.6% | -13.8% |
| 30D | -17.0% | +13.5% | -30.4% | -12.0% |
| 3M | -15.9% | +8.9% | -24.8% | -12.1% |
| 6M | -25.0% | +36.8% | -61.7% | -14.7% |
| YTD | -25.1% | +42.7% | -67.8% | -13.2% |
| 1Y | -34.9% | +49.9% | -84.7% | -24.2% |
| All | -34.9% | +54.4% | -89.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling