+168.9%
FN vs TROW
+15.1%
+153.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.8% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | -22.0% | -4.5% | -17.5% | -19.6% |
| 3M | -43.0% | +3.9% | -46.9% | -45.5% |
| 6M | -27.7% | +22.6% | -50.3% | -39.2% |
| YTD | -10.5% | +10.1% | -20.6% | -18.8% |
| 1Y | +12.5% | +3.6% | +8.9% | +6.8% |
| All | +168.9% | +15.1% | +153.8% | +127.3% |
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