+654.4%
VRT vs TROW
-37.1%
+691.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.1% |
| 7D | +10.5% | +0.5% | +10.0% | +10.1% |
| 30D | -9.3% | +9.3% | -18.7% | -15.8% |
| 3M | -29.6% | -0.9% | -28.7% | -29.5% |
| 6M | -45.4% | +8.3% | -53.7% | -49.7% |
| YTD | +24.8% | +10.6% | +14.2% | +11.8% |
| 1Y | +23.6% | +10.5% | +13.1% | +10.5% |
| 3Y | +379.7% | +36.5% | +343.1% | +247.1% |
| All | +654.4% | -37.1% | +691.6% | +888.4% |
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 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