+66.8%
BN vs TROW
+12.7%
+54.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.9% | -3.0% | -2.9% | -3.7% |
| 30D | -15.1% | -5.5% | -9.6% | -11.4% |
| 3M | -14.6% | +2.3% | -16.8% | -16.9% |
| 6M | -8.4% | +23.9% | -32.3% | -23.5% |
| YTD | -16.8% | +7.9% | -24.7% | -22.9% |
| 1Y | -14.4% | +6.1% | -20.5% | -19.7% |
| All | +66.8% | +12.7% | +54.1% | +36.5% |
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