+1,216.9%
VST vs TRV
+303.4%
+913.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +4.0% |
| 7D | +8.9% | -0.1% | +9.1% | +8.9% |
| 30D | +6.2% | -3.4% | +9.6% | +7.5% |
| 3M | -2.7% | +26.4% | -29.1% | -12.1% |
| 6M | -8.4% | +19.3% | -27.7% | -15.4% |
| YTD | -7.2% | +28.3% | -35.5% | -17.2% |
| 1Y | -20.9% | +34.3% | -55.2% | -31.0% |
| 3Y | +384.0% | +140.1% | +243.9% | +212.3% |
| 5Y | +757.1% | +155.7% | +601.3% | +427.0% |
| All | +1,216.9% | +303.4% | +913.4% | +562.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling