-57.6%
FISV vs TROW
+11.3%
-68.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +5.9% |
| 7D | -2.7% | -3.2% | +0.5% | -1.5% |
| 30D | 0.0% | -4.6% | +4.6% | +1.8% |
| 3M | -2.8% | -0.7% | -2.1% | -2.9% |
| 6M | -11.8% | +22.2% | -34.0% | -18.9% |
| YTD | -23.2% | +6.6% | -29.8% | -25.7% |
| 1Y | -62.0% | +5.8% | -67.8% | -63.0% |
| 3Y | -57.6% | +11.6% | -69.2% | -60.2% |
| All | -57.6% | +11.3% | -68.9% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling