+382.8%
VNQ vs TROW
+742.0%
-359.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.6% | -3.0% | +0.4% | -0.9% |
| 30D | -2.3% | -5.5% | +3.1% | +0.8% |
| 3M | -2.8% | +2.3% | -5.1% | -4.7% |
| 6M | +2.5% | +23.9% | -21.4% | -10.4% |
| YTD | +8.4% | +7.9% | +0.6% | +2.1% |
| 1Y | +6.8% | +6.1% | +0.6% | +1.0% |
| 3Y | +29.9% | +13.8% | +16.1% | +13.9% |
| 5Y | +7.2% | -38.2% | +45.4% | +28.5% |
| 10Y | +62.5% | +131.3% | -68.7% | -25.2% |
| All | +382.8% | +742.0% | -359.3% | -1.4% |
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