+826.4%
FN vs TROW
+153.2%
+673.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.6% | +10.6% |
| 7D | +16.3% | +4.7% | +11.6% | +13.4% |
| 30D | -24.7% | +5.4% | -30.1% | -26.8% |
| 3M | -34.9% | -1.6% | -33.3% | -34.5% |
| 6M | -41.1% | +7.8% | -48.9% | -44.0% |
| YTD | -19.6% | +12.6% | -32.2% | -25.6% |
| 1Y | -18.5% | +13.6% | -32.1% | -25.1% |
| 3Y | +119.1% | +36.6% | +82.5% | +83.3% |
| 5Y | +206.9% | -36.7% | +243.7% | +265.2% |
| 10Y | +826.4% | +136.3% | +690.1% | +609.4% |
| All | +826.4% | +153.2% | +673.2% | +609.4% |
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 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