+81,361.1%
FICO vs TROW
+14,749.5%
+66,611.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +4.0% | -1.7% | +5.6% | +4.5% |
| 30D | -1.5% | +6.4% | -7.9% | -3.7% |
| 3M | -29.8% | -1.5% | -28.3% | -29.6% |
| 6M | -33.3% | +8.3% | -41.5% | -35.4% |
| YTD | -56.9% | +12.4% | -69.3% | -58.9% |
| 1Y | -59.5% | +12.4% | -71.8% | -61.4% |
| 3Y | -26.9% | +38.3% | -65.2% | -36.1% |
| 5Y | +92.9% | -35.2% | +128.1% | +114.1% |
| 10Y | +539.5% | +128.8% | +410.7% | +377.7% |
| All | +81,361.1% | +14,749.5% | +66,611.6% | +36,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling