+90.1%
FOXA vs TROW
+46.8%
+43.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.1% |
| 7D | -3.7% | -3.0% | -0.7% | -2.5% |
| 30D | +5.4% | -5.5% | +10.8% | +7.7% |
| 3M | -3.7% | +2.3% | -6.0% | -5.1% |
| 6M | +12.6% | +23.9% | -11.4% | +2.3% |
| YTD | -10.0% | +7.9% | -17.9% | -13.4% |
| 1Y | +15.0% | +6.1% | +8.9% | +11.1% |
| 3Y | +115.1% | +13.8% | +101.3% | +97.8% |
| 5Y | +93.0% | -38.2% | +131.2% | +126.5% |
| All | +90.1% | +46.8% | +43.3% | +34.8% |
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 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