+1,238.2%
VST vs TRV
+299.4%
+938.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.0% |
| 7D | +9.9% | +0.5% | +9.4% | +9.6% |
| 30D | +7.9% | -4.9% | +12.8% | +9.8% |
| 3M | +3.4% | +23.7% | -20.3% | -5.7% |
| 6M | -4.1% | +20.3% | -24.4% | -11.8% |
| YTD | -5.7% | +27.1% | -32.7% | -15.5% |
| 1Y | -18.9% | +35.3% | -54.2% | -29.6% |
| 3Y | +359.1% | +139.8% | +219.2% | +196.1% |
| 5Y | +766.9% | +153.9% | +613.0% | +434.3% |
| All | +1,238.2% | +299.4% | +938.8% | +575.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling