+578.7%
FE vs TROW
+1,319.6%
-740.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.4% |
| 7D | -0.5% | +4.4% | -4.9% | -1.5% |
| 30D | +4.3% | +5.5% | -1.1% | +3.1% |
| 3M | +0.4% | -1.3% | +1.7% | +0.5% |
| 6M | +6.9% | +7.9% | -0.9% | +4.9% |
| YTD | +8.0% | +12.6% | -4.6% | +4.7% |
| 1Y | +4.8% | +13.3% | -8.5% | +1.4% |
| 3Y | +49.0% | +38.6% | +10.4% | +35.9% |
| 5Y | +46.2% | -34.7% | +81.0% | +53.4% |
| 10Y | +120.9% | +129.9% | -9.1% | +75.4% |
| All | +578.7% | +1,319.6% | -740.9% | +278.7% |
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