+524.8%
FAST vs TROW
+132.8%
+392.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -0.4% | -3.0% | +2.6% | +1.0% |
| 30D | -6.4% | -5.5% | -1.0% | -3.9% |
| 3M | +7.1% | +2.3% | +4.8% | +5.2% |
| 6M | +7.0% | +23.9% | -16.9% | -4.5% |
| YTD | +24.1% | +7.9% | +16.2% | +18.0% |
| 1Y | +4.4% | +6.1% | -1.7% | -0.3% |
| 3Y | +93.2% | +13.8% | +79.4% | +73.5% |
| 5Y | +106.4% | -38.2% | +144.6% | +147.9% |
| All | +524.8% | +132.8% | +392.0% | +227.8% |
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