+414.3%
VUG vs TROW
+130.0%
+284.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -0.5% | -3.2% | +2.7% | +1.1% |
| 30D | -1.0% | -4.6% | +3.6% | +1.4% |
| 3M | +3.5% | -0.7% | +4.2% | +3.3% |
| 6M | +14.2% | +22.2% | -8.0% | +2.5% |
| YTD | +8.5% | +6.6% | +1.9% | +3.8% |
| 1Y | +12.9% | +5.8% | +7.0% | +8.2% |
| 3Y | +85.6% | +11.6% | +74.0% | +69.1% |
| 5Y | +78.1% | -38.9% | +117.1% | +113.3% |
| All | +414.3% | +130.0% | +284.3% | +271.7% |
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 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