+284.0%
FITB vs TROW
+130.0%
+154.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.4% |
| 7D | -0.3% | -3.2% | +2.9% | +2.0% |
| 30D | -5.7% | -4.6% | -1.1% | -2.6% |
| 3M | +3.2% | -0.7% | +3.8% | +2.8% |
| 6M | +23.4% | +22.2% | +1.2% | +5.9% |
| YTD | +18.8% | +6.6% | +12.2% | +11.6% |
| 1Y | +25.0% | +5.8% | +19.1% | +17.9% |
| 3Y | +131.2% | +11.6% | +119.6% | +106.9% |
| 5Y | +70.7% | -38.9% | +109.6% | +130.7% |
| All | +284.0% | +130.0% | +154.0% | +100.0% |
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