+5,150.0%
FFIV vs TROW
+1,171.5%
+3,978.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -1.0% | -1.3% | +0.4% | -0.3% |
| 30D | -5.1% | -4.5% | -0.5% | -2.8% |
| 3M | -4.5% | +3.9% | -8.3% | -6.8% |
| 6M | +36.5% | +22.6% | +13.9% | +21.6% |
| YTD | +53.0% | +10.1% | +42.8% | +43.7% |
| 1Y | +24.2% | +3.6% | +20.6% | +20.5% |
| 3Y | +137.2% | +12.4% | +124.8% | +115.6% |
| 5Y | +91.8% | -37.5% | +129.3% | +130.3% |
| 10Y | +215.2% | +130.0% | +85.2% | +74.4% |
| All | +5,150.0% | +1,171.5% | +3,978.5% | +683.0% |
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