+283.5%
TROW vs VCLT
+102.9%
+180.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | +2.9% | -2.9% | +5.8% | +3.6% |
| 6M | +22.2% | -4.0% | +26.2% | +23.2% |
| YTD | +8.1% | -2.2% | +10.3% | +8.6% |
| 1Y | +5.8% | -2.6% | +8.4% | +6.4% |
| 3Y | +14.0% | +12.3% | +1.7% | +12.1% |
| 5Y | -38.3% | -16.4% | -21.9% | -41.8% |
| 10Y | +131.7% | +18.1% | +113.6% | +152.8% |
| All | +283.5% | +102.9% | +180.6% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling