+35.5%
FAST vs TROW
+13.0%
+22.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.8% | +4.4% | +0.4% | +3.9% |
| 30D | +8.6% | +5.5% | +3.1% | +7.5% |
| 3M | +5.7% | -1.3% | +7.0% | +5.9% |
| 6M | +25.5% | +7.9% | +17.6% | +22.3% |
| YTD | +39.6% | +12.6% | +27.0% | +32.6% |
| 1Y | +35.5% | +13.3% | +22.2% | +28.0% |
| All | +35.5% | +13.0% | +22.5% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling