+62.8%
FDX vs TROW
+14.8%
+48.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -3.3% | +0.4% | -3.7% | -3.5% |
| 30D | -1.4% | -4.0% | +2.6% | +0.6% |
| 3M | -4.5% | +5.0% | -9.5% | -7.4% |
| 6M | +9.4% | +24.3% | -14.9% | -2.9% |
| YTD | +36.0% | +9.8% | +26.2% | +27.9% |
| 1Y | +75.5% | +6.4% | +69.1% | +67.5% |
| 3Y | +62.8% | +15.8% | +47.0% | +39.6% |
| All | +62.8% | +14.8% | +48.0% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling