+115.4%
FOXA vs TROW
+11.3%
+104.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.6% |
| 7D | +0.8% | -3.2% | +4.0% | +2.1% |
| 30D | +5.0% | -4.6% | +9.6% | +7.0% |
| 3M | -3.0% | -0.7% | -2.4% | -3.3% |
| 6M | +14.8% | +22.2% | -7.4% | +4.6% |
| YTD | -8.9% | +6.6% | -15.5% | -12.1% |
| 1Y | +13.3% | +5.8% | +7.5% | +9.5% |
| 3Y | +115.4% | +11.6% | +103.8% | +97.5% |
| All | +115.4% | +11.3% | +104.1% | +97.5% |
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