+252.8%
TROW vs VT
+374.2%
-121.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.3% | +0.4% | -1.8% | -1.9% |
| 30D | -4.5% | +1.0% | -5.5% | -5.8% |
| 3M | +3.9% | +2.4% | +1.5% | +0.3% |
| 6M | +22.6% | +12.0% | +10.6% | +4.5% |
| YTD | +10.1% | +15.3% | -5.2% | -9.6% |
| 1Y | +3.6% | +22.6% | -19.0% | -21.7% |
| 3Y | +12.4% | +74.7% | -62.3% | -46.5% |
| 5Y | -37.5% | +66.1% | -103.6% | -67.1% |
| 10Y | +130.0% | +225.0% | -95.1% | -49.1% |
| All | +252.8% | +374.2% | -121.4% | -36.4% |
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