+258.5%
BN vs TROW
+130.0%
+128.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.2% |
| 7D | -5.2% | -3.2% | -2.0% | -3.2% |
| 30D | -14.5% | -4.6% | -9.9% | -11.8% |
| 3M | -15.0% | -0.7% | -14.3% | -15.2% |
| 6M | -5.4% | +22.2% | -27.6% | -17.4% |
| YTD | -16.4% | +6.6% | -23.1% | -20.5% |
| 1Y | -16.2% | +5.8% | -22.1% | -20.0% |
| 3Y | +67.5% | +11.6% | +55.9% | +53.9% |
| 5Y | +34.1% | -38.9% | +73.1% | +71.8% |
| All | +258.5% | +130.0% | +128.4% | +164.6% |
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