+5.2%
VUG vs TROW
+17.3%
-12.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.4% | -0.1% |
| 7D | -3.0% | +8.2% | -11.2% | -5.1% |
| 30D | -6.4% | +8.3% | -14.7% | -8.5% |
| 3M | -3.2% | -1.6% | -1.6% | -2.8% |
| 6M | +3.1% | +11.9% | -8.8% | -0.9% |
| YTD | +6.3% | +14.3% | -8.1% | -0.1% |
| 1Y | +5.2% | +17.0% | -11.8% | -1.9% |
| All | +5.2% | +17.3% | -12.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling