+2,926.4%
V vs TROW
+306.3%
+2,620.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | +2.0% | -4.5% | +6.5% | +4.1% |
| 3M | +17.4% | +3.9% | +13.5% | +14.9% |
| 6M | +17.5% | +22.6% | -5.1% | +6.5% |
| YTD | +7.6% | +10.1% | -2.5% | +1.9% |
| 1Y | +7.7% | +3.6% | +4.1% | +4.7% |
| 3Y | +54.7% | +12.4% | +42.2% | +41.0% |
| 5Y | +73.0% | -37.5% | +110.5% | +99.2% |
| 10Y | +390.9% | +130.0% | +260.9% | +198.1% |
| All | +2,926.4% | +306.3% | +2,620.1% | +1,140.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling