-3.5%
FSLY vs TROW
+36.8%
-40.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +3.0% |
| 7D | +12.5% | -3.2% | +15.7% | +15.6% |
| 30D | -18.8% | -4.6% | -14.2% | -15.6% |
| 3M | +22.7% | -0.7% | +23.3% | +21.6% |
| 6M | -3.7% | +22.2% | -25.9% | -19.5% |
| YTD | +127.5% | +6.6% | +120.9% | +113.2% |
| 1Y | +193.5% | +5.8% | +187.7% | +176.0% |
| 3Y | -1.3% | +11.6% | -12.9% | -12.3% |
| 5Y | -47.3% | -38.9% | -8.4% | -25.4% |
| All | -3.5% | +36.8% | -40.2% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling