+98.0%
VCIT vs TROW
+295.6%
-197.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | -4.5% | +3.8% | -0.6% |
| 3M | -1.0% | +3.9% | -4.9% | -1.1% |
| 6M | -1.8% | +22.6% | -24.4% | -2.3% |
| YTD | -0.7% | +10.1% | -10.8% | -1.0% |
| 1Y | +1.0% | +3.6% | -2.6% | +0.8% |
| 3Y | +18.8% | +12.4% | +6.4% | +18.2% |
| 5Y | +3.5% | -37.5% | +41.0% | +2.7% |
| 10Y | +29.2% | +130.0% | -100.7% | +30.9% |
| All | +98.0% | +295.6% | -197.6% | +104.6% |
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