+153.5%
FDX vs TROW
+122.3%
+31.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.1% |
| 7D | +5.2% | +0.5% | +4.7% | +4.9% |
| 30D | +11.3% | +9.3% | +1.9% | +5.8% |
| 3M | -4.1% | -0.9% | -3.2% | -3.8% |
| 6M | +9.6% | +8.3% | +1.3% | +4.0% |
| YTD | +40.9% | +10.6% | +30.3% | +31.0% |
| 1Y | +53.0% | +10.5% | +42.5% | +42.0% |
| 3Y | +74.1% | +36.5% | +37.6% | +40.4% |
| 5Y | +75.1% | -37.1% | +112.2% | +115.8% |
| All | +153.5% | +122.3% | +31.3% | +50.2% |
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 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