+3,173.1%
VMC vs TROW
+14,398.8%
-11,225.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -9.1% | -4.0% | -5.1% | -7.8% |
| 3M | -4.1% | +5.0% | -9.2% | -5.9% |
| 6M | -5.5% | +24.3% | -29.8% | -12.3% |
| YTD | -8.9% | +9.8% | -18.7% | -12.1% |
| 1Y | -12.9% | +6.4% | -19.4% | -15.3% |
| 3Y | +22.1% | +15.8% | +6.3% | +14.2% |
| 5Y | +52.7% | -37.3% | +90.0% | +71.2% |
| 10Y | +152.7% | +130.6% | +22.1% | +83.5% |
| All | +3,173.1% | +14,398.8% | -11,225.7% | +1,135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling