+124.8%
TROW vs VCLT
+17.1%
+107.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.4% |
| 30D | -4.6% | -1.2% | -3.4% | -4.0% |
| 3M | -0.7% | -4.8% | +4.1% | +2.1% |
| 6M | +22.2% | -2.6% | +24.8% | +24.1% |
| YTD | +6.6% | -3.3% | +10.0% | +8.7% |
| 1Y | +5.8% | -4.8% | +10.6% | +8.8% |
| 3Y | +11.6% | +11.5% | +0.1% | +5.5% |
| 5Y | -38.9% | -17.0% | -22.0% | -37.6% |
| All | +124.8% | +17.1% | +107.7% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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