+7,169.4%
NEE vs TROW
+14,176.2%
-7,006.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.3% |
| 30D | -1.7% | -5.3% | +3.6% | -0.8% |
| 3M | -1.8% | +2.9% | -4.8% | -2.4% |
| 6M | -8.8% | +22.2% | -31.0% | -12.1% |
| YTD | +5.2% | +8.1% | -2.9% | +3.4% |
| 1Y | +21.3% | +5.8% | +15.5% | +19.6% |
| 3Y | +35.2% | +14.0% | +21.2% | +30.2% |
| 5Y | +10.1% | -38.3% | +48.4% | +15.9% |
| 10Y | +253.2% | +131.7% | +121.6% | +197.8% |
| All | +7,169.4% | +14,176.2% | -7,006.8% | +3,884.4% |
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