+252.7%
TROW vs VT
+346.0%
-93.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | +4.3% | -2.3% | +6.7% | +7.6% |
| 30D | +4.2% | -5.0% | +9.1% | +11.4% |
| 3M | -3.4% | -4.9% | +1.5% | +3.0% |
| 6M | +4.7% | -1.5% | +6.2% | +6.1% |
| YTD | +10.1% | +8.5% | +1.6% | -2.2% |
| 1Y | +11.7% | +11.4% | +0.3% | -4.3% |
| 3Y | +32.5% | +70.1% | -37.6% | -34.9% |
| 5Y | -38.5% | +53.7% | -92.2% | -64.3% |
| 10Y | +148.0% | +220.0% | -71.9% | -44.0% |
| All | +252.7% | +346.0% | -93.3% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling