+1,169.0%
VST vs TRV
+346.4%
+822.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | +10.9% | -2.4% | +13.3% | +11.8% |
| 30D | -15.6% | +7.5% | -23.1% | -18.2% |
| 3M | -7.8% | +6.7% | -14.5% | -10.5% |
| 6M | -12.0% | +35.5% | -47.4% | -22.9% |
| YTD | -16.9% | +39.3% | -56.2% | -28.5% |
| 1Y | -25.1% | +41.8% | -66.9% | -36.0% |
| 3Y | +297.1% | +147.3% | +149.8% | +153.5% |
| 5Y | +641.9% | +178.3% | +463.6% | +337.9% |
| All | +1,169.0% | +346.4% | +822.7% | +508.8% |
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