+3.6%
TROW vs VICR
+272.1%
-268.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | -4.5% | -13.9% | +9.4% | -4.0% |
| 3M | +3.9% | -38.4% | +42.3% | +5.6% |
| 6M | +22.6% | -7.2% | +29.8% | +19.1% |
| YTD | +10.1% | +72.0% | -61.9% | +3.2% |
| 1Y | +3.6% | +263.3% | -259.7% | -8.3% |
| All | +3.6% | +272.1% | -268.5% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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