+131.7%
TROW vs FIVE
+486.0%
-354.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.8% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -5.3% | +5.0% | -10.3% | -6.8% |
| 3M | +2.9% | +29.5% | -26.5% | -4.7% |
| 6M | +22.2% | +12.4% | +9.8% | +16.3% |
| YTD | +8.1% | +31.2% | -23.1% | -1.6% |
| 1Y | +5.8% | +72.9% | -67.0% | -11.3% |
| 3Y | +14.0% | +53.0% | -39.0% | -8.0% |
| 5Y | -38.3% | +34.2% | -72.4% | -49.7% |
| 10Y | +131.7% | +497.6% | -366.0% | +30.9% |
| All | +131.7% | +486.0% | -354.3% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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