+130.6%
TROW vs VT
+221.4%
-90.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +0.4% | +1.0% | -0.6% | -0.9% |
| 30D | -4.0% | -0.2% | -3.8% | -3.8% |
| 3M | +5.0% | +4.5% | +0.5% | -1.2% |
| 6M | +24.3% | +14.1% | +10.3% | +3.6% |
| YTD | +9.8% | +14.8% | -5.0% | -9.2% |
| 1Y | +6.4% | +21.2% | -14.7% | -18.2% |
| 3Y | +15.8% | +76.6% | -60.8% | -45.8% |
| 5Y | -37.3% | +66.6% | -103.9% | -67.5% |
| 10Y | +130.6% | +222.3% | -91.6% | -41.6% |
| All | +130.6% | +221.4% | -90.8% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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