-37.3%
TROW vs FIVE
+38.7%
-76.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.1% | -0.5% |
| 7D | +0.4% | +3.7% | -3.3% | -0.6% |
| 30D | -4.0% | +4.0% | -8.0% | -5.3% |
| 3M | +5.0% | +36.2% | -31.2% | -4.2% |
| 6M | +24.3% | +18.0% | +6.3% | +16.7% |
| YTD | +9.8% | +34.9% | -25.1% | -1.1% |
| 1Y | +6.4% | +67.9% | -61.5% | -10.6% |
| 3Y | +15.8% | +57.3% | -41.5% | -6.6% |
| 5Y | -37.3% | +39.5% | -76.8% | -49.7% |
| All | -37.3% | +38.7% | -76.0% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling