+65.6%
VSH vs TROW
-38.9%
+104.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.8% |
| 7D | +3.1% | -3.0% | +6.1% | +5.1% |
| 30D | -5.7% | -5.5% | -0.3% | -2.3% |
| 3M | -42.5% | +2.3% | -44.7% | -44.0% |
| 6M | +82.7% | +23.9% | +58.8% | +56.3% |
| YTD | +118.2% | +7.9% | +110.3% | +104.7% |
| 1Y | +109.7% | +6.1% | +103.5% | +99.3% |
| 3Y | +35.3% | +13.8% | +21.5% | +22.8% |
| 5Y | +65.6% | -38.2% | +103.8% | +92.6% |
| All | +65.6% | -38.9% | +104.5% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling