-100.0%
VIVK vs TROW
+4.9%
-104.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.2% |
| 7D | -4.4% | -3.2% | -1.2% | -3.8% |
| 30D | -40.8% | -4.6% | -36.2% | -40.3% |
| 3M | -94.1% | -0.7% | -93.5% | -94.4% |
| 6M | -98.2% | +22.2% | -120.4% | -98.5% |
| YTD | -98.0% | +6.6% | -104.6% | -98.3% |
| 1Y | -100.0% | +5.8% | -105.8% | -100.0% |
| All | -100.0% | +4.9% | -104.9% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling