+145.7%
VMC vs TROW
+130.0%
+15.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | -3.8% | -3.2% | -0.6% | -2.3% |
| 30D | -9.7% | -4.6% | -5.1% | -7.7% |
| 3M | -9.6% | -0.7% | -9.0% | -9.6% |
| 6M | -4.8% | +22.2% | -27.0% | -13.5% |
| YTD | -10.9% | +6.6% | -17.5% | -14.1% |
| 1Y | -15.6% | +5.8% | -21.4% | -18.6% |
| 3Y | +19.3% | +11.6% | +7.7% | +9.8% |
| 5Y | +48.0% | -38.9% | +86.9% | +76.2% |
| All | +145.7% | +130.0% | +15.7% | +32.9% |
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