-36.3%
FICO vs TROW
+19.9%
-56.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | -1.3% | -17.9% | -18.8% |
| 30D | -14.6% | -4.5% | -10.1% | -13.6% |
| 3M | -20.1% | +3.9% | -24.0% | -22.3% |
| 6M | -36.3% | +22.6% | -58.9% | -50.1% |
| All | -36.3% | +19.9% | -56.2% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling