+67.2%
F vs TROW
+120.8%
-53.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -1.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | -0.5% | +6.7% | -7.2% | -4.4% |
| 3M | -12.9% | -1.7% | -11.2% | -12.2% |
| 6M | +1.5% | +7.8% | -6.3% | -3.8% |
| YTD | -5.0% | +9.9% | -14.9% | -11.6% |
| 1Y | -7.3% | +8.7% | -16.1% | -13.3% |
| 3Y | +45.3% | +35.2% | +10.0% | +16.5% |
| 5Y | -15.8% | -37.5% | +21.7% | +4.4% |
| All | +67.2% | +120.8% | -53.6% | +7.6% |
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