+4.6%
FE vs TROW
+12.8%
-8.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.4% | -1.7% | +1.3% | -0.3% |
| 30D | +3.6% | +6.4% | -2.8% | +3.4% |
| 3M | +0.3% | -1.5% | +1.8% | +0.2% |
| 6M | +6.4% | +8.3% | -1.9% | +6.6% |
| YTD | +8.1% | +12.4% | -4.3% | +8.3% |
| 1Y | +4.6% | +12.4% | -7.8% | +4.8% |
| All | +4.6% | +12.8% | -8.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling