+2,876.4%
FITB vs TROW
+14,398.8%
-11,522.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | +2.8% | +0.4% | +2.4% | +2.6% |
| 30D | -4.5% | -4.0% | -0.5% | -2.4% |
| 3M | +5.7% | +5.0% | +0.6% | +2.3% |
| 6M | +17.1% | +24.3% | -7.2% | +3.4% |
| YTD | +18.3% | +9.8% | +8.6% | +11.4% |
| 1Y | +23.9% | +6.4% | +17.4% | +18.5% |
| 3Y | +131.1% | +15.8% | +115.3% | +110.6% |
| 5Y | +71.1% | -37.3% | +108.4% | +110.6% |
| 10Y | +283.9% | +130.6% | +153.2% | +141.7% |
| All | +2,876.4% | +14,398.8% | -11,522.3% | +697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling