+1,277.6%
VFC vs TROW
+14,513.4%
-13,235.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +25.5% | +9.3% | +16.1% | +21.6% |
| 3M | +41.3% | -0.9% | +42.2% | +41.7% |
| 6M | +22.2% | +8.3% | +13.9% | +18.8% |
| YTD | +16.4% | +10.6% | +5.8% | +12.4% |
| 1Y | +38.4% | +10.5% | +27.9% | +33.8% |
| 3Y | +56.2% | +36.5% | +19.7% | +44.4% |
| 5Y | -68.2% | -37.1% | -31.1% | -62.4% |
| 10Y | -48.4% | +125.2% | -173.5% | -57.9% |
| All | +1,277.6% | +14,513.4% | -13,235.8% | +276.8% |
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