+72.6%
VZ vs TROW
+122.3%
-49.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.5% | +0.5% | +1.0% | +1.4% |
| 30D | +4.4% | +9.3% | -5.0% | +2.6% |
| 3M | -2.4% | -0.9% | -1.5% | -2.3% |
| 6M | +1.4% | +8.3% | -6.9% | -0.5% |
| YTD | +21.4% | +10.6% | +10.8% | +18.2% |
| 1Y | +20.3% | +10.5% | +9.7% | +17.1% |
| 3Y | +57.4% | +36.5% | +20.8% | +43.8% |
| 5Y | +21.9% | -37.1% | +59.0% | +30.9% |
| All | +72.6% | +122.3% | -49.6% | +35.2% |
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