-8.2%
VFC vs TROW
+0.2%
-8.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.1% |
| 7D | -1.6% | -1.3% | -0.3% | -0.6% |
| 30D | -11.6% | -4.5% | -7.1% | -8.4% |
| 3M | -18.1% | +3.9% | -22.0% | -20.4% |
| 6M | -27.4% | +22.6% | -49.9% | -38.3% |
| YTD | -24.8% | +10.1% | -35.0% | -31.8% |
| 1Y | -8.2% | +3.6% | -11.8% | -19.4% |
| All | -8.2% | +0.2% | -8.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling