+177.0%
FDX vs TROW
+132.8%
+44.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.9% | -3.0% | -0.9% | -2.2% |
| 30D | -3.3% | -5.5% | +2.2% | -0.3% |
| 3M | -2.0% | +2.3% | -4.2% | -3.7% |
| 6M | +8.0% | +23.9% | -15.9% | -4.9% |
| YTD | +35.0% | +7.9% | +27.1% | +27.6% |
| 1Y | +73.7% | +6.1% | +67.5% | +65.3% |
| 3Y | +61.6% | +13.8% | +47.8% | +44.8% |
| 5Y | +65.4% | -38.2% | +103.6% | +104.4% |
| All | +177.0% | +132.8% | +44.2% | +75.3% |
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