+4,124.9%
FDX vs TROW
+14,513.4%
-10,388.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.3% |
| 7D | +5.2% | +0.5% | +4.7% | +5.0% |
| 30D | +11.3% | +9.3% | +1.9% | +7.8% |
| 3M | -4.1% | -0.9% | -3.2% | -3.9% |
| 6M | +9.6% | +8.3% | +1.3% | +6.2% |
| YTD | +40.9% | +10.6% | +30.3% | +34.9% |
| 1Y | +53.0% | +10.5% | +42.5% | +46.4% |
| 3Y | +74.1% | +36.5% | +37.6% | +54.0% |
| 5Y | +75.1% | -37.1% | +112.2% | +99.0% |
| 10Y | +156.9% | +125.2% | +31.8% | +91.2% |
| All | +4,124.9% | +14,513.4% | -10,388.5% | +1,042.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling