+42.4%
FCEL vs TROW
+17.3%
+25.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.0% | -11.9% | -12.0% |
| 7D | -14.9% | +8.2% | -23.1% | -22.3% |
| 30D | -41.7% | +8.3% | -50.0% | -46.7% |
| 3M | -53.2% | -1.6% | -51.6% | -52.3% |
| 6M | -19.0% | +11.9% | -30.9% | -30.6% |
| YTD | +44.2% | +14.3% | +29.9% | +11.8% |
| 1Y | +42.4% | +17.0% | +25.4% | +5.6% |
| All | +42.4% | +17.3% | +25.1% | +5.6% |
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 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