+588.9%
VST vs TROW
-38.9%
+627.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.8% | +10.7% |
| 7D | -9.8% | +4.3% | -14.1% | -11.7% |
| 30D | -25.1% | +4.2% | -29.3% | -26.7% |
| 3M | -11.6% | -3.4% | -8.2% | -10.8% |
| 6M | -20.9% | +4.7% | -25.6% | -23.4% |
| YTD | -22.3% | +10.1% | -32.4% | -26.4% |
| 1Y | -32.0% | +11.7% | -43.7% | -36.1% |
| 3Y | +262.4% | +32.5% | +229.9% | +217.1% |
| All | +588.9% | -38.9% | +627.8% | +601.8% |
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 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