+46.5%
F vs TROW
-36.6%
+83.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.0% |
| 7D | +1.2% | +0.4% | +0.8% | +0.9% |
| 30D | +1.2% | -4.0% | +5.3% | +3.8% |
| 3M | -5.7% | +5.0% | -10.7% | -9.2% |
| 6M | +17.9% | +24.3% | -6.4% | +1.8% |
| YTD | +10.4% | +9.8% | +0.6% | +2.6% |
| 1Y | +25.3% | +6.4% | +18.9% | +18.4% |
| 3Y | +37.5% | +15.8% | +21.7% | +19.9% |
| 5Y | +46.5% | -37.3% | +83.8% | +86.7% |
| All | +46.5% | -36.6% | +83.2% | +86.7% |
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 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