+167.1%
NXT vs TROW
+4.9%
+162.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.1% |
| 7D | -2.6% | -3.0% | +0.4% | -0.7% |
| 30D | -22.4% | -5.5% | -17.0% | -19.7% |
| 3M | -27.3% | +2.3% | -29.6% | -28.2% |
| 6M | -28.5% | +23.9% | -52.4% | -36.6% |
| YTD | -6.6% | +7.9% | -14.5% | -10.9% |
| 1Y | +20.4% | +6.1% | +14.2% | +15.9% |
| 3Y | +90.9% | +13.8% | +77.1% | +67.6% |
| All | +167.1% | +4.9% | +162.2% | +135.4% |
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 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