+123.4%
FE vs TROW
+122.3%
+1.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +1.2% | +0.5% | +0.7% | +1.1% |
| 30D | +4.5% | +9.3% | -4.8% | +2.0% |
| 3M | +1.3% | -0.9% | +2.3% | +1.4% |
| 6M | +8.7% | +8.3% | +0.3% | +5.9% |
| YTD | +9.2% | +10.6% | -1.4% | +5.4% |
| 1Y | +7.0% | +10.5% | -3.6% | +3.1% |
| 3Y | +51.4% | +36.5% | +14.9% | +33.7% |
| 5Y | +47.7% | -37.1% | +84.8% | +64.0% |
| All | +123.4% | +122.3% | +1.2% | +82.0% |
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