+1,618.0%
VSH vs TROW
+14,398.8%
-12,780.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +6.2% | +0.4% | +5.8% | +6.0% |
| 30D | -11.1% | -4.0% | -7.1% | -9.4% |
| 3M | -44.9% | +5.0% | -49.9% | -46.6% |
| 6M | +90.0% | +24.3% | +65.6% | +69.9% |
| YTD | +118.8% | +9.8% | +109.0% | +107.9% |
| 1Y | +109.0% | +6.4% | +102.5% | +102.1% |
| 3Y | +35.6% | +15.8% | +19.8% | +27.8% |
| 5Y | +66.7% | -37.3% | +104.0% | +103.8% |
| 10Y | +167.9% | +130.6% | +37.3% | +80.0% |
| All | +1,618.0% | +14,398.8% | -12,780.8% | +272.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling