+190.8%
TROW vs FIVE
+868.1%
-677.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.2% |
| 7D | -1.3% | +4.3% | -5.6% | -2.4% |
| 30D | -4.5% | +12.5% | -17.0% | -7.5% |
| 3M | +3.9% | +31.2% | -27.4% | -3.3% |
| 6M | +22.6% | +14.4% | +8.2% | +16.9% |
| YTD | +10.1% | +33.9% | -23.8% | +0.9% |
| 1Y | +3.6% | +65.1% | -61.5% | -10.3% |
| 3Y | +12.4% | +49.0% | -36.6% | -6.2% |
| 5Y | -37.5% | +30.3% | -67.8% | -47.4% |
| 10Y | +130.0% | +481.1% | -351.2% | +40.6% |
| All | +190.8% | +868.1% | -677.4% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling