-51.8%
FN vs TROW
+5.9%
-57.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +11.9% | +11.7% |
| 7D | 0.0% | +4.3% | -4.4% | 0.0% |
| 30D | -34.3% | +4.2% | -38.5% | -34.1% |
| 3M | -39.9% | -3.4% | -36.5% | -39.4% |
| 6M | -51.8% | +4.7% | -56.5% | -53.9% |
| All | -51.8% | +5.9% | -57.7% | -53.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling