+359.1%
VST vs TROW
+14.8%
+344.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | +9.9% | +0.4% | +9.5% | +9.6% |
| 30D | +7.9% | -4.0% | +12.0% | +10.2% |
| 3M | +3.4% | +5.0% | -1.6% | -0.7% |
| 6M | -4.1% | +24.3% | -28.4% | -16.9% |
| YTD | -5.7% | +9.8% | -15.5% | -12.0% |
| 1Y | -18.9% | +6.4% | -25.3% | -23.1% |
| 3Y | +359.1% | +15.8% | +343.3% | +289.1% |
| All | +359.1% | +14.8% | +344.3% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling