+172.1%
NXT vs TROW
+3.6%
+168.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.6% |
| 7D | -1.9% | -3.2% | +1.3% | +0.1% |
| 30D | -20.0% | -4.6% | -15.4% | -17.7% |
| 3M | -30.7% | -0.7% | -30.1% | -30.3% |
| 6M | -29.0% | +22.2% | -51.2% | -36.6% |
| YTD | -4.8% | +6.6% | -11.5% | -8.6% |
| 1Y | +22.8% | +5.8% | +17.0% | +18.5% |
| 3Y | +93.9% | +11.6% | +82.3% | +72.2% |
| All | +172.1% | +3.6% | +168.5% | +141.6% |
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