+190.2%
TROW vs FIVE
+848.8%
-658.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -0.5% | +2.4% | -2.9% | -1.0% |
| 30D | +6.7% | +15.8% | -9.1% | +3.0% |
| 3M | -1.7% | +3.8% | -5.4% | -2.9% |
| 6M | +7.8% | +18.5% | -10.7% | +2.2% |
| YTD | +9.9% | +31.2% | -21.3% | +1.0% |
| 1Y | +8.7% | +61.8% | -53.1% | -5.2% |
| 3Y | +35.2% | +39.9% | -4.6% | +14.5% |
| 5Y | -37.5% | +18.3% | -55.8% | -46.3% |
| 10Y | +123.7% | +510.0% | -386.2% | +36.1% |
| All | +190.2% | +848.8% | -658.6% | +59.2% |
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