+2,486.9%
VRT vs TROW
+25.3%
+2,461.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.3% |
| 7D | -8.4% | -3.2% | -5.2% | -6.6% |
| 30D | -10.9% | -4.6% | -6.3% | -8.5% |
| 3M | -13.7% | -0.7% | -13.0% | -14.1% |
| 6M | -4.1% | +22.2% | -26.3% | -15.3% |
| YTD | +58.7% | +6.6% | +52.1% | +50.7% |
| 1Y | +89.6% | +5.8% | +83.8% | +80.1% |
| 3Y | +558.1% | +11.6% | +546.5% | +502.6% |
| 5Y | +953.0% | -38.9% | +991.9% | +1,116.2% |
| All | +2,486.9% | +25.3% | +2,461.6% | +2,267.6% |
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 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