+710.1%
VTV vs TROW
+700.2%
+9.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -2.1% | -3.0% | +1.0% | -0.8% |
| 30D | -1.3% | -5.5% | +4.1% | +1.1% |
| 3M | +5.6% | +2.3% | +3.4% | +4.1% |
| 6M | +12.4% | +23.9% | -11.5% | +1.7% |
| YTD | +17.6% | +7.9% | +9.8% | +12.6% |
| 1Y | +23.5% | +6.1% | +17.4% | +18.8% |
| 3Y | +67.0% | +13.8% | +53.2% | +52.3% |
| 5Y | +80.5% | -38.2% | +118.7% | +106.9% |
| 10Y | +230.6% | +131.3% | +99.4% | +99.7% |
| All | +710.1% | +700.2% | +9.9% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling