+1,164.9%
VST vs TROW
+122.3%
+1,042.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | +6.6% | +0.5% | +6.1% | +6.4% |
| 30D | -12.4% | +9.3% | -21.7% | -16.0% |
| 3M | -9.0% | -0.9% | -8.1% | -9.1% |
| 6M | -6.4% | +8.3% | -14.8% | -10.7% |
| YTD | -17.2% | +10.6% | -27.8% | -21.8% |
| 1Y | -22.0% | +10.5% | -32.6% | -26.5% |
| 3Y | +296.7% | +36.5% | +260.1% | +240.6% |
| 5Y | +637.6% | -37.1% | +674.6% | +739.5% |
| All | +1,164.9% | +122.3% | +1,042.6% | +811.8% |
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