+890.0%
FN vs TROW
+129.7%
+760.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | +3.5% | +0.4% | +3.1% | +3.3% |
| 30D | -26.0% | -4.0% | -21.9% | -24.4% |
| 3M | -33.3% | +5.0% | -38.3% | -35.7% |
| 6M | -14.9% | +24.3% | -39.2% | -25.3% |
| YTD | -8.6% | +9.8% | -18.3% | -14.2% |
| 1Y | +12.3% | +6.4% | +5.9% | +7.0% |
| 3Y | +174.4% | +15.8% | +158.6% | +149.2% |
| 5Y | +296.4% | -37.3% | +333.7% | +373.8% |
| 10Y | +890.0% | +130.6% | +759.4% | +592.5% |
| All | +890.0% | +129.7% | +760.3% | +592.5% |
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