+129.7%
VTR vs TROW
+11.3%
+118.4%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | +1.1% | -4.6% | +5.7% | +1.8% |
| 3M | +7.9% | -0.7% | +8.6% | +7.6% |
| 6M | +6.2% | +22.2% | -16.0% | +2.2% |
| YTD | +17.7% | +6.6% | +11.1% | +15.7% |
| 1Y | +32.9% | +5.8% | +27.1% | +30.6% |
| 3Y | +129.7% | +11.6% | +118.1% | +117.3% |
| All | +129.7% | +11.3% | +118.4% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling