-20.9%
VST vs TROW
+0.2%
-21.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +8.9% | -1.3% | +10.2% | +9.4% |
| 30D | +6.2% | -4.5% | +10.7% | +7.8% |
| 3M | -2.7% | +3.9% | -6.6% | -6.0% |
| 6M | -8.4% | +22.6% | -30.9% | -19.0% |
| YTD | -7.2% | +10.1% | -17.3% | -13.0% |
| 1Y | -20.9% | +3.6% | -24.5% | -24.1% |
| All | -20.9% | +0.2% | -21.1% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling