-38.0%
VG vs TROW
+4.7%
-42.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.3% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +11.1% | -4.0% | +15.1% | +13.0% |
| 3M | +14.9% | +5.0% | +9.9% | +7.8% |
| 6M | +18.4% | +24.3% | -6.0% | -3.5% |
| YTD | +116.6% | +9.8% | +106.8% | +94.0% |
| 1Y | +9.4% | +6.4% | +2.9% | +1.7% |
| All | -38.0% | +4.7% | -42.7% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling