+151.9%
FFIV vs TROW
+12.9%
+139.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.5% |
| 7D | +3.5% | -1.5% | +5.0% | +4.1% |
| 30D | -1.3% | -5.3% | +4.0% | +1.0% |
| 3M | +2.4% | +2.9% | -0.6% | +0.3% |
| 6M | +41.8% | +22.2% | +19.6% | +27.6% |
| YTD | +58.5% | +8.1% | +50.4% | +50.9% |
| 1Y | +24.3% | +5.8% | +18.5% | +19.6% |
| All | +151.9% | +12.9% | +139.0% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling