+124.8%
TROW vs VICR
+1,679.8%
-1,555.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.2% | -12.3% | -3.2% |
| 7D | -3.2% | +5.0% | -8.1% | -4.2% |
| 30D | -4.6% | -12.5% | +7.9% | -2.9% |
| 3M | -0.7% | -33.6% | +32.9% | +4.3% |
| 6M | +22.2% | +10.7% | +11.5% | +12.3% |
| YTD | +6.6% | +80.6% | -73.9% | -12.4% |
| 1Y | +5.8% | +288.4% | -282.5% | -27.5% |
| 3Y | +11.6% | +213.8% | -202.2% | -26.2% |
| 5Y | -38.9% | +58.8% | -97.8% | -57.3% |
| All | +124.8% | +1,679.8% | -1,555.0% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling