-35.3%
TROW vs VSXY
+37.7%
-73.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.0% |
| 7D | -1.5% | -10.7% | +9.2% | +0.1% |
| 30D | -5.3% | -24.3% | +19.0% | -1.2% |
| 3M | +2.9% | +1.0% | +1.9% | +2.0% |
| 6M | +22.2% | +57.4% | -35.2% | +9.2% |
| YTD | +8.1% | +39.8% | -31.7% | -2.0% |
| 1Y | +5.8% | +196.5% | -190.7% | -18.4% |
| 3Y | +14.0% | +357.2% | -343.2% | -27.8% |
| 5Y | -38.3% | +18.9% | -57.2% | -49.7% |
| All | -35.3% | +37.7% | -73.0% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling