+33.5%
BN vs TROW
-38.9%
+72.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -5.9% | -3.0% | -2.9% | -3.9% |
| 30D | -15.1% | -5.5% | -9.6% | -11.8% |
| 3M | -14.6% | +2.3% | -16.8% | -16.5% |
| 6M | -8.4% | +23.9% | -32.3% | -21.5% |
| YTD | -16.8% | +7.9% | -24.7% | -21.9% |
| 1Y | -14.4% | +6.1% | -20.5% | -18.8% |
| 3Y | +70.1% | +13.8% | +56.3% | +52.3% |
| 5Y | +33.5% | -38.2% | +71.7% | +65.2% |
| All | +33.5% | -38.9% | +72.4% | +65.2% |
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