+1,449.6%
NET vs TROW
+22.3%
+1,427.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.2% |
| 7D | -7.0% | -1.3% | -5.7% | -6.0% |
| 30D | -4.8% | -4.5% | -0.3% | -1.5% |
| 3M | +3.8% | +3.9% | 0.0% | +0.3% |
| 6M | +50.0% | +22.6% | +27.5% | +27.0% |
| YTD | +41.5% | +10.1% | +31.3% | +28.8% |
| 1Y | +32.8% | +3.6% | +29.2% | +26.2% |
| 3Y | +335.9% | +12.4% | +323.5% | +278.9% |
| 5Y | +113.8% | -37.5% | +151.3% | +152.6% |
| All | +1,449.6% | +22.3% | +1,427.2% | +1,297.0% |
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 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