+192.7%
VSH vs TROW
+130.0%
+62.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.2% | +7.3% | +7.0% |
| 7D | +4.8% | -3.2% | +7.9% | +7.1% |
| 30D | -0.7% | -4.6% | +3.9% | +2.4% |
| 3M | -43.1% | -0.7% | -42.4% | -43.5% |
| 6M | +91.8% | +22.2% | +69.6% | +64.8% |
| YTD | +131.6% | +6.6% | +125.0% | +118.6% |
| 1Y | +118.1% | +5.8% | +112.3% | +107.5% |
| 3Y | +40.9% | +11.6% | +29.3% | +29.9% |
| 5Y | +75.8% | -38.9% | +114.7% | +133.5% |
| All | +192.7% | +130.0% | +62.7% | +79.9% |
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