+665.4%
FICO vs TROW
+128.2%
+537.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.9% | +6.2% |
| 7D | -10.6% | -1.5% | -9.1% | -9.8% |
| 30D | -6.3% | -5.3% | -1.0% | -3.4% |
| 3M | -19.7% | +2.9% | -22.7% | -21.5% |
| 6M | -31.8% | +22.2% | -54.0% | -39.5% |
| YTD | -41.8% | +8.1% | -49.9% | -45.1% |
| 1Y | -36.4% | +5.8% | -42.2% | -39.4% |
| 3Y | +9.3% | +14.0% | -4.7% | -3.9% |
| 5Y | +113.0% | -38.3% | +151.3% | +159.6% |
| 10Y | +665.4% | +131.7% | +533.8% | +379.2% |
| All | +665.4% | +128.2% | +537.3% | +379.2% |
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 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