+117.8%
FFIV vs TROW
+122.3%
-4.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.8% |
| 30D | -32.4% | +9.3% | -41.7% | -35.3% |
| 3M | -25.7% | -0.9% | -24.8% | -25.6% |
| 6M | -13.5% | +8.3% | -21.9% | -17.5% |
| YTD | +21.1% | +10.6% | +10.5% | +13.8% |
| 1Y | +29.4% | +10.5% | +18.9% | +21.7% |
| 3Y | +94.9% | +36.5% | +58.4% | +62.4% |
| 5Y | +34.7% | -37.1% | +71.8% | +57.5% |
| All | +117.8% | +122.3% | -4.5% | +37.2% |
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