+379.1%
V vs TROW
+130.0%
+249.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | -1.2% | -3.2% | +1.9% | +0.2% |
| 30D | +3.1% | -4.6% | +7.7% | +5.2% |
| 3M | +16.3% | -0.7% | +17.0% | +16.1% |
| 6M | +20.4% | +22.2% | -1.8% | +9.2% |
| YTD | +6.3% | +6.6% | -0.4% | +2.1% |
| 1Y | +8.7% | +5.8% | +2.9% | +4.6% |
| 3Y | +53.3% | +11.6% | +41.7% | +39.9% |
| 5Y | +71.1% | -38.9% | +110.0% | +104.0% |
| All | +379.1% | +130.0% | +249.1% | +234.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling