+64.4%
VZ vs TROW
+128.2%
-63.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -1.0% | -1.5% | +0.5% | -0.7% |
| 30D | +5.8% | -5.3% | +11.1% | +6.8% |
| 3M | +10.5% | +2.9% | +7.6% | +9.7% |
| 6M | +1.8% | +22.2% | -20.4% | -2.4% |
| YTD | +28.3% | +8.1% | +20.2% | +25.7% |
| 1Y | +22.0% | +5.8% | +16.1% | +19.9% |
| 3Y | +81.8% | +14.0% | +67.8% | +73.2% |
| 5Y | +25.3% | -38.3% | +63.6% | +34.6% |
| 10Y | +64.4% | +131.7% | -67.3% | +32.7% |
| All | +64.4% | +128.2% | -63.8% | +32.7% |
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