+773.2%
VFC vs TROW
+14,398.8%
-13,625.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.7% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -11.9% | -4.0% | -7.9% | -10.7% |
| 3M | -20.2% | +5.0% | -25.2% | -21.5% |
| 6M | -23.0% | +24.3% | -47.3% | -28.6% |
| YTD | -26.2% | +9.8% | -36.0% | -28.6% |
| 1Y | -13.3% | +6.4% | -19.8% | -15.1% |
| 3Y | -25.5% | +15.8% | -41.3% | -27.2% |
| 5Y | -78.1% | -37.3% | -40.8% | -74.1% |
| 10Y | -68.8% | +130.6% | -199.4% | -74.7% |
| All | +773.2% | +14,398.8% | -13,625.6% | +139.5% |
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