+1,934.0%
VRT vs TROW
+30.0%
+1,904.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -4.0% |
| 7D | +10.5% | +0.5% | +10.0% | +10.2% |
| 30D | -9.3% | +9.3% | -18.7% | -14.1% |
| 3M | -29.6% | -0.9% | -28.7% | -29.5% |
| 6M | -45.4% | +8.3% | -53.7% | -48.5% |
| YTD | +24.8% | +10.6% | +14.2% | +15.6% |
| 1Y | +23.6% | +10.5% | +13.1% | +14.3% |
| 3Y | +379.7% | +36.5% | +343.1% | +291.4% |
| 5Y | +660.3% | -37.1% | +697.4% | +760.3% |
| All | +1,934.0% | +30.0% | +1,904.0% | +1,717.0% |
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