+99.1%
FFIV vs TROW
-38.1%
+137.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.6% |
| 7D | +3.5% | -1.5% | +5.0% | +4.2% |
| 30D | -1.3% | -5.3% | +4.0% | +1.3% |
| 3M | +2.4% | +2.9% | -0.6% | +0.2% |
| 6M | +41.8% | +22.2% | +19.6% | +27.0% |
| YTD | +58.5% | +8.1% | +50.4% | +50.6% |
| 1Y | +24.3% | +5.8% | +18.5% | +19.4% |
| 3Y | +152.0% | +14.0% | +138.0% | +127.5% |
| 5Y | +99.1% | -38.3% | +137.4% | +132.2% |
| All | +99.1% | -38.1% | +137.2% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling