+221.6%
VT vs TROW
+132.8%
+88.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.0% | -3.0% | +1.0% | -0.7% |
| 30D | -1.4% | -5.5% | +4.0% | +0.9% |
| 3M | +4.7% | +2.3% | +2.5% | +3.3% |
| 6M | +11.4% | +23.9% | -12.6% | +1.0% |
| YTD | +13.1% | +7.9% | +5.2% | +8.4% |
| 1Y | +19.0% | +6.1% | +12.9% | +14.7% |
| 3Y | +73.9% | +13.8% | +60.1% | +59.1% |
| 5Y | +65.4% | -38.2% | +103.6% | +92.2% |
| All | +221.6% | +132.8% | +88.8% | +130.5% |
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