-39.0%
TROW vs VIG
+63.0%
-102.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -2.3% |
| 7D | -3.2% | -1.1% | -2.1% | -1.6% |
| 30D | -4.6% | -2.7% | -1.9% | -0.4% |
| 3M | -0.7% | +2.5% | -3.2% | -4.5% |
| 6M | +22.2% | +9.2% | +13.0% | +6.2% |
| YTD | +6.6% | +9.8% | -3.2% | -8.1% |
| 1Y | +5.8% | +12.4% | -6.6% | -12.1% |
| 3Y | +11.6% | +55.9% | -44.3% | -45.2% |
| All | -39.0% | +63.0% | -102.0% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling