-38.6%
TROW vs VT
+53.4%
-92.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | +4.3% | -2.3% | +6.7% | +7.7% |
| 30D | +4.2% | -5.0% | +9.1% | +11.6% |
| 3M | -3.4% | -4.9% | +1.5% | +3.2% |
| 6M | +4.7% | -1.5% | +6.2% | +6.0% |
| YTD | +10.1% | +8.5% | +1.6% | -3.3% |
| 1Y | +11.7% | +11.4% | +0.3% | -5.7% |
| 3Y | +32.5% | +70.1% | -37.6% | -41.0% |
| All | -38.6% | +53.4% | -92.0% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling