+84.1%
F vs TROW
+128.2%
-44.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.0% |
| 7D | -4.9% | -1.5% | -3.4% | -4.0% |
| 30D | -2.9% | -5.3% | +2.4% | +0.3% |
| 3M | -9.1% | +2.9% | -12.0% | -11.2% |
| 6M | +12.9% | +22.2% | -9.3% | -0.7% |
| YTD | +6.1% | +8.1% | -2.0% | -0.1% |
| 1Y | +22.5% | +5.8% | +16.7% | +16.6% |
| 3Y | +32.1% | +14.0% | +18.0% | +18.0% |
| 5Y | +43.7% | -38.3% | +82.0% | +79.4% |
| 10Y | +84.1% | +131.7% | -47.5% | +17.7% |
| All | +84.1% | +128.2% | -44.1% | +17.7% |
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