+69.8%
FITB vs TROW
-38.9%
+108.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.0% | -3.0% | +2.0% | +0.8% |
| 30D | -5.5% | -5.5% | -0.1% | -2.4% |
| 3M | +4.1% | +2.3% | +1.8% | +2.0% |
| 6M | +18.7% | +23.9% | -5.2% | +3.3% |
| YTD | +18.2% | +7.9% | +10.3% | +11.3% |
| 1Y | +23.7% | +6.1% | +17.5% | +17.6% |
| 3Y | +130.8% | +13.8% | +116.9% | +108.0% |
| 5Y | +69.8% | -38.2% | +108.0% | +109.6% |
| All | +69.8% | -38.9% | +108.7% | +109.6% |
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