+235.5%
FFIV vs TROW
+132.8%
+102.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +1.6% | -3.0% | +4.6% | +3.1% |
| 30D | -3.7% | -5.5% | +1.7% | -1.2% |
| 3M | +2.0% | +2.3% | -0.3% | +0.3% |
| 6M | +39.3% | +23.9% | +15.3% | +24.7% |
| YTD | +56.1% | +7.9% | +48.2% | +49.0% |
| 1Y | +22.0% | +6.1% | +15.8% | +17.3% |
| 3Y | +148.2% | +13.8% | +134.4% | +126.2% |
| 5Y | +96.3% | -38.2% | +134.5% | +130.3% |
| All | +235.5% | +132.8% | +102.8% | +130.4% |
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