+576.2%
FE vs TROW
+1,288.0%
-711.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.9% | -1.3% | +3.3% | +2.2% |
| 30D | -1.2% | -4.5% | +3.4% | -0.2% |
| 3M | +3.5% | +3.9% | -0.4% | +2.5% |
| 6M | -6.1% | +22.6% | -28.6% | -10.3% |
| YTD | +7.6% | +10.1% | -2.5% | +4.9% |
| 1Y | +11.9% | +3.6% | +8.3% | +10.3% |
| 3Y | +48.4% | +12.4% | +36.0% | +41.7% |
| 5Y | +44.8% | -37.5% | +82.3% | +53.2% |
| 10Y | +115.9% | +130.0% | -14.1% | +71.4% |
| All | +576.2% | +1,288.0% | -711.8% | +279.5% |
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