-24.1%
VST vs TRV
+43.1%
-67.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +1.3% |
| 7D | +19.2% | +0.1% | +19.1% | +19.4% |
| 30D | -17.2% | +8.0% | -25.2% | -14.0% |
| 3M | -8.1% | +9.3% | -17.4% | -4.0% |
| 6M | -8.1% | +36.2% | -44.3% | +4.2% |
| YTD | -16.3% | +40.6% | -56.8% | -3.7% |
| 1Y | -24.1% | +43.1% | -67.2% | -12.7% |
| All | -24.1% | +43.1% | -67.2% | -12.7% |
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