+3,332.7%
FN vs TROW
+318.7%
+3,013.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +6.0% |
| 7D | +8.0% | -1.7% | +9.7% | +9.5% |
| 30D | -19.1% | +6.4% | -25.6% | -22.2% |
| 3M | -29.8% | -1.5% | -28.4% | -29.3% |
| 6M | -43.2% | +8.3% | -51.5% | -46.5% |
| YTD | -18.9% | +12.4% | -31.4% | -25.6% |
| 1Y | -17.9% | +12.4% | -30.3% | -24.8% |
| 3Y | +120.1% | +38.3% | +81.8% | +78.1% |
| 5Y | +206.7% | -35.2% | +241.9% | +274.8% |
| 10Y | +804.7% | +128.8% | +675.8% | +338.8% |
| All | +3,332.7% | +318.7% | +3,013.9% | +982.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling