+124.8%
TROW vs FDS
+64.8%
+60.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.6% |
| 7D | -3.2% | -14.0% | +10.8% | +3.8% |
| 30D | -4.6% | -6.2% | +1.6% | -2.1% |
| 3M | -0.7% | +10.2% | -10.8% | -7.1% |
| 6M | +22.2% | +27.4% | -5.2% | +3.2% |
| YTD | +6.6% | -9.3% | +15.9% | +7.4% |
| 1Y | +5.8% | -28.6% | +34.5% | +20.8% |
| 3Y | +11.6% | -36.8% | +48.4% | +34.4% |
| 5Y | -38.9% | -28.6% | -10.3% | -31.8% |
| All | +124.8% | +64.8% | +60.0% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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