+14,257.0%
TROW vs VICR
+11,356.8%
+2,900.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.5% |
| 7D | -3.0% | -0.4% | -2.6% | -3.0% |
| 30D | -5.5% | -15.6% | +10.1% | -2.7% |
| 3M | +2.3% | -35.4% | +37.6% | +8.7% |
| 6M | +23.9% | +1.3% | +22.6% | +15.5% |
| YTD | +7.9% | +62.5% | -54.6% | -10.3% |
| 1Y | +6.1% | +255.5% | -249.3% | -27.3% |
| 3Y | +13.8% | +182.0% | -168.2% | -24.6% |
| 5Y | -38.2% | +42.9% | -81.1% | -56.8% |
| 10Y | +131.3% | +1,494.0% | -1,362.7% | -14.7% |
| All | +14,257.0% | +11,356.8% | +2,900.1% | +2,549.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling