+29.8%
VCIT vs TROW
+128.2%
-98.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | -0.5% | -5.3% | +4.8% | -0.3% |
| 3M | -0.9% | +2.9% | -3.9% | -1.1% |
| 6M | -1.9% | +22.2% | -24.1% | -3.0% |
| YTD | -1.0% | +8.1% | -9.1% | -1.5% |
| 1Y | +0.2% | +5.8% | -5.6% | -0.2% |
| 3Y | +19.0% | +14.0% | +5.0% | +17.6% |
| 5Y | +3.1% | -38.3% | +41.3% | +2.8% |
| 10Y | +29.8% | +131.7% | -101.9% | +32.1% |
| All | +29.8% | +128.2% | -98.4% | +32.1% |
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 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