+800.0%
VGT vs TROW
+130.0%
+669.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | -0.2% | -3.2% | +3.0% | +1.6% |
| 30D | -0.4% | -4.6% | +4.2% | +2.1% |
| 3M | +4.4% | -0.7% | +5.1% | +4.1% |
| 6M | +32.1% | +22.2% | +9.9% | +17.2% |
| YTD | +28.8% | +6.6% | +22.2% | +22.8% |
| 1Y | +35.3% | +5.8% | +29.5% | +29.2% |
| 3Y | +124.8% | +11.6% | +113.2% | +103.8% |
| 5Y | +137.9% | -38.9% | +176.9% | +192.7% |
| All | +800.0% | +130.0% | +669.9% | +545.6% |
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