+96.1%
VCIT vs TROW
+295.5%
-199.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.1% | +4.3% | -4.2% | 0.0% |
| 30D | +1.9% | +4.2% | -2.3% | +1.8% |
| 3M | -1.4% | -3.4% | +2.0% | -1.4% |
| 6M | -2.1% | +4.7% | -6.8% | -2.3% |
| YTD | -1.6% | +10.1% | -11.7% | -1.9% |
| 1Y | -0.9% | +11.7% | -12.6% | -1.2% |
| 3Y | +20.0% | +32.5% | -12.5% | +19.0% |
| 5Y | +3.1% | -38.5% | +41.7% | +2.3% |
| 10Y | +28.7% | +148.0% | -119.3% | +30.6% |
| All | +96.1% | +295.5% | -199.4% | +102.7% |
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