+916.4%
VRT vs TROW
-38.9%
+955.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -7.7% | -3.0% | -4.7% | -5.5% |
| 30D | -12.0% | -5.5% | -6.5% | -8.2% |
| 3M | -11.7% | +2.3% | -13.9% | -14.3% |
| 6M | -8.1% | +23.9% | -32.0% | -23.3% |
| YTD | +53.2% | +7.9% | +45.3% | +40.9% |
| 1Y | +81.7% | +6.1% | +75.5% | +68.3% |
| 3Y | +535.3% | +13.8% | +521.5% | +442.4% |
| 5Y | +916.4% | -38.2% | +954.6% | +1,161.6% |
| All | +916.4% | -38.9% | +955.3% | +1,161.6% |
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