+191.2%
VLO vs TROW
+12.7%
+178.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +4.0% | -3.0% | +7.0% | +5.0% |
| 30D | +19.0% | -5.5% | +24.4% | +21.0% |
| 3M | +50.0% | +2.3% | +47.7% | +47.4% |
| 6M | +79.1% | +23.9% | +55.2% | +62.9% |
| YTD | +140.3% | +7.9% | +132.4% | +129.7% |
| 1Y | +148.3% | +6.1% | +142.2% | +138.4% |
| All | +191.2% | +12.7% | +178.5% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling