-40.6%
FIS vs TROW
+130.0%
-170.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -7.9% | -3.2% | -4.7% | -6.5% |
| 30D | -8.0% | -4.6% | -3.4% | -5.9% |
| 3M | +0.6% | -0.7% | +1.3% | +0.7% |
| 6M | -22.2% | +22.2% | -44.4% | -29.7% |
| YTD | -40.8% | +6.6% | -47.4% | -42.9% |
| 1Y | -41.5% | +5.8% | -47.3% | -43.6% |
| 3Y | -25.5% | +11.6% | -37.1% | -31.5% |
| 5Y | -64.8% | -38.9% | -25.8% | -58.2% |
| All | -40.6% | +130.0% | -170.6% | -57.1% |
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