-36.2%
TROW vs VSXY
+37.5%
-73.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.6% | -18.7% | +14.1% | -1.6% |
| 3M | -0.7% | -4.0% | +3.3% | -0.7% |
| 6M | +22.2% | +67.5% | -45.3% | +7.9% |
| YTD | +6.6% | +39.7% | -33.0% | -3.3% |
| 1Y | +5.8% | +180.0% | -174.1% | -17.4% |
| 3Y | +11.6% | +337.3% | -325.7% | -28.5% |
| 5Y | -38.9% | +22.7% | -61.6% | -50.3% |
| All | -36.2% | +37.5% | -73.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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