+924.9%
VLO vs TROW
+130.0%
+794.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.9% |
| 7D | +5.3% | -3.2% | +8.5% | +7.0% |
| 30D | +18.2% | -4.6% | +22.8% | +21.0% |
| 3M | +53.3% | -0.7% | +54.0% | +52.4% |
| 6M | +70.4% | +22.2% | +48.2% | +50.7% |
| YTD | +143.4% | +6.6% | +136.8% | +129.9% |
| 1Y | +153.0% | +5.8% | +147.2% | +139.0% |
| 3Y | +195.0% | +11.6% | +183.4% | +163.2% |
| 5Y | +618.8% | -38.9% | +657.7% | +798.1% |
| All | +924.9% | +130.0% | +794.8% | +455.1% |
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