-48.4%
FSLY vs TROW
-38.9%
-9.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.2% |
| 7D | +7.5% | -3.0% | +10.5% | +11.0% |
| 30D | -21.1% | -5.5% | -15.6% | -16.4% |
| 3M | +21.8% | +2.3% | +19.5% | +16.3% |
| 6M | -0.1% | +23.9% | -24.1% | -21.6% |
| YTD | +123.1% | +7.9% | +115.2% | +101.8% |
| 1Y | +208.6% | +6.1% | +202.4% | +182.6% |
| 3Y | -1.3% | +13.8% | -15.1% | -19.6% |
| 5Y | -48.4% | -38.2% | -10.2% | -11.0% |
| All | -48.4% | -38.9% | -9.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling