+183.8%
VXUS vs TROW
+173.5%
+10.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.0% | -1.3% | +2.3% | +1.6% |
| 30D | +2.2% | -4.5% | +6.7% | +4.2% |
| 3M | +3.0% | +3.9% | -0.9% | +0.9% |
| 6M | +10.7% | +22.6% | -11.9% | +0.9% |
| YTD | +17.8% | +10.1% | +7.7% | +12.0% |
| 1Y | +27.6% | +3.6% | +24.0% | +24.2% |
| 3Y | +73.3% | +12.4% | +60.9% | +58.7% |
| 5Y | +54.3% | -37.5% | +91.8% | +78.5% |
| 10Y | +149.8% | +130.0% | +19.9% | +36.4% |
| All | +183.8% | +173.5% | +10.3% | +27.1% |
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 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