+219.2%
VT vs TROW
+136.0%
+83.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.1% | +4.4% | -4.5% | -2.0% |
| 30D | -3.1% | +5.5% | -8.5% | -5.3% |
| 3M | -3.5% | -1.3% | -2.2% | -3.1% |
| 6M | +0.5% | +7.9% | -7.4% | -3.4% |
| YTD | +10.8% | +12.6% | -1.9% | +4.1% |
| 1Y | +11.9% | +13.3% | -1.4% | +4.7% |
| 3Y | +73.0% | +38.6% | +34.4% | +44.9% |
| 5Y | +58.6% | -34.7% | +93.4% | +80.6% |
| 10Y | +219.2% | +129.9% | +89.2% | +122.2% |
| All | +219.2% | +136.0% | +83.2% | +122.2% |
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