-44.6%
VG vs TROW
+5.5%
-50.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +14.0% | +0.5% | +13.5% | +13.7% |
| 30D | -1.0% | +9.3% | -10.3% | -4.6% |
| 3M | -2.7% | -0.9% | -1.8% | -2.7% |
| 6M | +1.5% | +8.3% | -6.9% | -6.9% |
| YTD | +93.7% | +10.6% | +83.1% | +72.5% |
| 1Y | +68.5% | +10.5% | +58.0% | +50.1% |
| All | -44.6% | +5.5% | -50.1% | -46.6% |
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