+124.8%
TROW vs VIG
+250.0%
-125.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.2% |
| 7D | -3.2% | -1.1% | -2.1% | -1.7% |
| 30D | -4.6% | -2.7% | -1.9% | -0.8% |
| 3M | -0.7% | +2.5% | -3.2% | -4.1% |
| 6M | +22.2% | +9.2% | +13.0% | +7.7% |
| YTD | +6.6% | +9.8% | -3.2% | -6.6% |
| 1Y | +5.8% | +12.4% | -6.6% | -10.3% |
| 3Y | +11.6% | +55.9% | -44.3% | -39.7% |
| 5Y | -38.9% | +63.9% | -102.9% | -68.2% |
| All | +124.8% | +250.0% | -125.2% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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