+755.5%
FN vs TROW
+120.8%
+634.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.9% |
| 7D | +20.8% | -0.5% | +21.2% | +21.2% |
| 30D | -17.3% | +6.7% | -24.0% | -20.2% |
| 3M | -38.1% | -1.7% | -36.5% | -37.6% |
| 6M | -44.2% | +7.8% | -52.1% | -47.0% |
| YTD | -22.3% | +9.9% | -32.2% | -27.1% |
| 1Y | -20.9% | +8.7% | -29.7% | -25.5% |
| 3Y | +111.1% | +35.2% | +75.8% | +77.6% |
| 5Y | +191.8% | -37.5% | +229.3% | +250.0% |
| All | +755.5% | +120.8% | +634.7% | +523.7% |
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