+13.1%
TROW vs FDS
-32.7%
+45.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.8% |
| 7D | -1.5% | -8.8% | +7.3% | +0.6% |
| 30D | -5.3% | -1.4% | -3.9% | -5.1% |
| 3M | +2.9% | +13.9% | -10.9% | -0.9% |
| 6M | +22.2% | +27.4% | -5.2% | +13.0% |
| YTD | +8.1% | -2.5% | +10.5% | +9.1% |
| 1Y | +5.8% | -23.8% | +29.6% | +17.8% |
| All | +13.1% | -32.7% | +45.8% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling