+390.8%
TROW vs VIG
+614.0%
-223.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | -1.5% | -1.2% | -0.3% | +0.4% |
| 30D | -5.3% | -2.8% | -2.5% | -0.8% |
| 3M | +2.9% | +2.5% | +0.5% | -1.0% |
| 6M | +22.2% | +8.1% | +14.1% | +7.5% |
| YTD | +8.1% | +9.6% | -1.5% | -6.9% |
| 1Y | +5.8% | +14.2% | -8.3% | -14.8% |
| 3Y | +14.0% | +56.1% | -42.1% | -44.4% |
| 5Y | -38.3% | +62.8% | -101.1% | -71.1% |
| 10Y | +131.7% | +248.2% | -116.5% | -70.4% |
| All | +390.8% | +614.0% | -223.2% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling