+140.2%
NI vs TROW
+130.0%
+10.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.3% |
| 7D | 0.0% | -3.2% | +3.2% | +0.9% |
| 30D | -1.4% | -4.6% | +3.2% | -0.2% |
| 3M | -10.6% | -0.7% | -9.9% | -10.7% |
| 6M | -9.3% | +22.2% | -31.5% | -14.5% |
| YTD | +1.1% | +6.6% | -5.5% | -1.3% |
| 1Y | +3.4% | +5.8% | -2.5% | +0.9% |
| 3Y | +67.9% | +11.6% | +56.3% | +58.0% |
| 5Y | +98.0% | -38.9% | +136.9% | +118.5% |
| All | +140.2% | +130.0% | +10.1% | +98.2% |
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