+110.0%
FE vs TROW
+130.0%
-20.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.4% | -3.2% | +1.8% | -0.5% |
| 30D | -1.9% | -4.6% | +2.7% | -0.7% |
| 3M | -0.2% | -0.7% | +0.5% | -0.3% |
| 6M | -7.1% | +22.2% | -29.3% | -12.2% |
| YTD | +6.1% | +6.6% | -0.5% | +3.6% |
| 1Y | +10.1% | +5.8% | +4.3% | +7.5% |
| 3Y | +46.9% | +11.6% | +35.2% | +38.1% |
| 5Y | +50.0% | -38.9% | +88.9% | +66.8% |
| All | +110.0% | +130.0% | -20.1% | +84.9% |
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