+105.3%
FAST vs TROW
-38.9%
+144.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | +2.1% | +4.3% | -2.3% | +0.3% |
| 30D | +6.9% | +4.2% | +2.7% | +5.0% |
| 3M | +4.8% | -3.4% | +8.2% | +6.0% |
| 6M | +19.8% | +4.7% | +15.1% | +16.7% |
| YTD | +34.9% | +10.1% | +24.8% | +28.1% |
| 1Y | +32.8% | +11.7% | +21.1% | +25.3% |
| 3Y | +93.7% | +32.5% | +61.2% | +66.6% |
| All | +105.3% | -38.9% | +144.2% | +127.2% |
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