+66.6%
VT vs TROW
-37.5%
+104.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +0.4% | -1.3% | +1.8% | +1.0% |
| 30D | +1.0% | -4.5% | +5.5% | +2.8% |
| 3M | +2.4% | +3.9% | -1.5% | +0.5% |
| 6M | +12.0% | +22.6% | -10.6% | +2.8% |
| YTD | +15.3% | +10.1% | +5.2% | +10.1% |
| 1Y | +22.6% | +3.6% | +19.0% | +19.6% |
| 3Y | +74.7% | +12.4% | +62.3% | +61.3% |
| All | +66.6% | -37.5% | +104.1% | +83.6% |
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