-68.5%
VFC vs TROW
+130.0%
-198.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +5.2% |
| 7D | -1.4% | -3.2% | +1.8% | +1.0% |
| 30D | -9.0% | -4.6% | -4.4% | -5.8% |
| 3M | -24.2% | -0.7% | -23.5% | -24.0% |
| 6M | -18.5% | +22.2% | -40.7% | -30.1% |
| YTD | -25.9% | +6.6% | -32.5% | -29.8% |
| 1Y | -13.0% | +5.8% | -18.8% | -17.0% |
| 3Y | -20.3% | +11.6% | -31.9% | -25.0% |
| 5Y | -78.1% | -38.9% | -39.2% | -70.4% |
| All | -68.5% | +130.0% | -198.6% | -78.1% |
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