+262.4%
VST vs TRV
+146.9%
+115.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.9% | +12.5% | +10.4% |
| 7D | -9.8% | -0.3% | -9.5% | -9.8% |
| 30D | -25.1% | +9.6% | -34.7% | -24.9% |
| 3M | -11.6% | +2.7% | -14.3% | -11.4% |
| 6M | -20.9% | +32.0% | -53.0% | -21.2% |
| YTD | -22.3% | +37.8% | -60.1% | -22.9% |
| 1Y | -32.0% | +45.2% | -77.2% | -33.0% |
| 3Y | +262.4% | +145.3% | +117.1% | +228.4% |
| All | +262.4% | +146.9% | +115.5% | +228.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling