-56.4%
FICO vs TROW
+17.3%
-73.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.0% | -9.2% | -4.7% |
| 7D | +0.4% | +8.2% | -7.8% | -1.8% |
| 30D | +1.7% | +8.3% | -6.7% | -0.8% |
| 3M | -33.0% | -1.6% | -31.5% | -32.9% |
| 6M | -33.9% | +11.9% | -45.8% | -36.8% |
| YTD | -58.5% | +14.3% | -72.9% | -61.5% |
| 1Y | -56.4% | +17.0% | -73.4% | -59.6% |
| All | -56.4% | +17.3% | -73.6% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling