+3,015.0%
TROW vs FDS
+10,480.1%
-7,465.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +0.5% | +1.5% | -1.0% | -0.1% |
| 30D | +9.3% | +14.8% | -5.5% | +3.0% |
| 3M | -0.9% | +16.3% | -17.2% | -7.9% |
| 6M | +8.3% | +66.2% | -57.9% | -15.0% |
| YTD | +10.6% | +16.2% | -5.6% | -1.0% |
| 1Y | +10.5% | +21.8% | -11.3% | -3.3% |
| 3Y | +36.5% | -23.9% | +60.4% | +43.7% |
| 5Y | -37.1% | -23.1% | -13.9% | -33.9% |
| 10Y | +125.2% | +128.7% | -3.5% | +48.4% |
| All | +3,015.0% | +10,480.1% | -7,465.1% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling