+132.5%
TROW vs VTEB
+25.5%
+107.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.5% |
| 7D | -3.2% | -0.9% | -2.3% | -2.4% |
| 30D | -4.6% | -2.5% | -2.1% | -2.6% |
| 3M | -0.7% | -3.0% | +2.3% | +1.9% |
| 6M | +22.2% | -2.1% | +24.3% | +24.5% |
| YTD | +6.6% | -1.5% | +8.1% | +8.1% |
| 1Y | +5.8% | +0.2% | +5.7% | +5.9% |
| 3Y | +11.6% | +8.6% | +3.1% | +4.6% |
| 5Y | -38.9% | +1.2% | -40.1% | -40.9% |
| 10Y | +128.5% | +18.1% | +110.5% | +173.7% |
| All | +132.5% | +25.5% | +107.0% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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