+47.6%
FE vs TROW
-38.1%
+85.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.2% | -1.5% | +1.3% | +0.1% |
| 30D | -1.2% | -5.3% | +4.1% | -0.3% |
| 3M | +1.7% | +2.9% | -1.3% | +1.0% |
| 6M | -7.5% | +22.2% | -29.7% | -10.7% |
| YTD | +6.3% | +8.1% | -1.8% | +4.5% |
| 1Y | +10.9% | +5.8% | +5.0% | +9.3% |
| 3Y | +46.9% | +14.0% | +32.9% | +40.5% |
| 5Y | +47.6% | -38.3% | +85.9% | +52.3% |
| All | +47.6% | -38.1% | +85.7% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling