+7.7%
V vs TROW
+0.2%
+7.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | +2.0% | -4.5% | +6.5% | +3.1% |
| 3M | +17.4% | +3.9% | +13.5% | +15.6% |
| 6M | +17.5% | +22.6% | -5.1% | +9.9% |
| YTD | +7.6% | +10.1% | -2.5% | +3.7% |
| 1Y | +7.7% | +3.6% | +4.1% | +5.1% |
| All | +7.7% | +0.2% | +7.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling