+38.6%
TROW vs VLTO
+72.9%
-34.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +4.4% | +1.6% | +2.8% | +3.6% |
| 30D | +5.5% | +22.0% | -16.5% | -4.3% |
| 3M | -1.3% | +21.9% | -23.2% | -10.5% |
| 6M | +7.9% | +36.5% | -28.6% | -8.3% |
| YTD | +12.6% | +19.0% | -6.3% | +3.6% |
| 1Y | +13.3% | +21.0% | -7.6% | +2.9% |
| 3Y | +38.6% | +69.9% | -31.3% | +12.0% |
| All | +38.6% | +72.9% | -34.3% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling