+113.7%
TROW vs FND
+56.5%
+57.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -3.2% | -5.8% | +2.6% | -1.4% |
| 30D | -4.6% | -20.2% | +15.6% | +2.1% |
| 3M | -0.7% | -12.0% | +11.3% | +2.2% |
| 6M | +22.2% | -18.5% | +40.7% | +27.3% |
| YTD | +6.6% | -22.3% | +28.9% | +11.9% |
| 1Y | +5.8% | -47.6% | +53.5% | +25.7% |
| 3Y | +11.6% | -49.8% | +61.4% | +28.7% |
| 5Y | -38.9% | -63.0% | +24.0% | -26.4% |
| All | +113.7% | +56.5% | +57.2% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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