+101.5%
FICO vs TROW
-36.4%
+137.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.2% |
| 7D | -19.2% | -1.3% | -17.9% | -18.6% |
| 30D | -14.6% | -4.5% | -10.1% | -12.5% |
| 3M | -20.1% | +3.9% | -24.0% | -21.9% |
| 6M | -36.3% | +22.6% | -58.9% | -42.9% |
| YTD | -44.9% | +10.1% | -55.0% | -48.0% |
| 1Y | -38.6% | +3.6% | -42.2% | -40.5% |
| 3Y | +4.0% | +12.4% | -8.4% | -6.5% |
| All | +101.5% | -36.4% | +137.9% | +117.3% |
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