+102.4%
FN vs TROW
+31.0%
+71.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +11.9% | +11.9% |
| 7D | 0.0% | +4.3% | -4.4% | -3.1% |
| 30D | -34.3% | +4.2% | -38.5% | -36.2% |
| 3M | -39.9% | -3.4% | -36.5% | -38.5% |
| 6M | -51.8% | +4.7% | -56.5% | -54.2% |
| YTD | -28.1% | +10.1% | -38.3% | -35.0% |
| 1Y | -29.1% | +11.7% | -40.8% | -36.8% |
| 3Y | +102.4% | +32.5% | +69.9% | +55.8% |
| All | +102.4% | +31.0% | +71.4% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling