-64.8%
FIS vs TROW
-38.9%
-25.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -8.9% | -3.0% | -5.9% | -7.6% |
| 30D | -9.9% | -5.5% | -4.5% | -7.6% |
| 3M | 0.0% | +2.3% | -2.3% | -1.3% |
| 6M | -22.9% | +23.9% | -46.8% | -30.5% |
| YTD | -40.9% | +7.9% | -48.8% | -43.2% |
| 1Y | -40.4% | +6.1% | -46.6% | -42.5% |
| 3Y | -25.4% | +13.8% | -39.2% | -32.0% |
| 5Y | -64.8% | -38.2% | -26.6% | -62.1% |
| All | -64.8% | -38.9% | -25.9% | -62.1% |
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 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