+1,058.9%
VST vs TROW
+142.1%
+916.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -6.0% | +4.4% | -10.4% | -8.0% |
| 30D | -18.8% | +5.5% | -24.2% | -20.9% |
| 3M | -8.0% | -1.3% | -6.7% | -8.0% |
| 6M | -10.9% | +7.9% | -18.8% | -14.7% |
| YTD | -18.3% | +12.6% | -31.0% | -23.4% |
| 1Y | -29.9% | +13.3% | -43.3% | -34.5% |
| 3Y | +290.3% | +38.6% | +251.7% | +233.9% |
| 5Y | +635.3% | -34.7% | +670.0% | +721.9% |
| 10Y | +1,162.4% | +129.9% | +1,032.4% | +811.7% |
| All | +1,058.9% | +142.1% | +916.8% | +746.8% |
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 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