+531.6%
FICO vs TROW
+153.2%
+378.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.5% |
| 7D | -0.1% | +4.7% | -4.8% | -2.8% |
| 30D | +8.4% | +5.4% | +3.0% | +5.0% |
| 3M | -30.5% | -1.6% | -28.9% | -30.2% |
| 6M | -35.7% | +7.8% | -43.5% | -39.1% |
| YTD | -57.2% | +12.6% | -69.7% | -60.7% |
| 1Y | -58.4% | +13.6% | -72.0% | -62.0% |
| 3Y | -24.8% | +36.6% | -61.4% | -40.8% |
| 5Y | +79.3% | -36.7% | +116.0% | +115.9% |
| 10Y | +531.6% | +136.3% | +395.3% | +306.1% |
| All | +531.6% | +153.2% | +378.5% | +306.1% |
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