-50.0%
VTRS vs TROW
+130.0%
-180.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -2.2% | -3.2% | +1.0% | -0.8% |
| 30D | +3.3% | -4.6% | +7.9% | +5.4% |
| 3M | +2.0% | -0.7% | +2.6% | +2.0% |
| 6M | +19.9% | +22.2% | -2.3% | +9.4% |
| YTD | +35.7% | +6.6% | +29.1% | +30.6% |
| 1Y | +68.1% | +5.8% | +62.3% | +61.9% |
| 3Y | +87.1% | +11.6% | +75.5% | +72.0% |
| 5Y | +47.6% | -38.9% | +86.6% | +73.7% |
| All | -50.0% | +130.0% | -180.0% | -68.0% |
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 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