-25.7%
FN vs TROW
+17.3%
-43.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.0% | -11.9% | -7.9% |
| 7D | -7.0% | +8.2% | -15.2% | -9.6% |
| 30D | -24.7% | +8.3% | -33.0% | -26.8% |
| 3M | -35.7% | -1.6% | -34.1% | -35.3% |
| 6M | -52.4% | +11.9% | -64.3% | -55.5% |
| YTD | -25.0% | +14.3% | -39.3% | -32.6% |
| 1Y | -25.7% | +17.0% | -42.7% | -34.4% |
| All | -25.7% | +17.3% | -43.0% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling