+46.8%
VMC vs TROW
-38.9%
+85.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -3.7% | -3.0% | -0.7% | -2.4% |
| 30D | -12.8% | -5.5% | -7.3% | -10.6% |
| 3M | -7.9% | +2.3% | -10.2% | -9.0% |
| 6M | -7.5% | +23.9% | -31.4% | -16.0% |
| YTD | -11.6% | +7.9% | -19.5% | -15.1% |
| 1Y | -14.3% | +6.1% | -20.4% | -17.2% |
| 3Y | +18.5% | +13.8% | +4.7% | +8.8% |
| 5Y | +46.8% | -38.2% | +85.0% | +71.6% |
| All | +46.8% | -38.9% | +85.6% | +71.6% |
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 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