+116.6%
TROW vs FND
+57.3%
+59.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -5.3% | -19.6% | +14.3% | +1.1% |
| 3M | +2.9% | -4.3% | +7.3% | +3.0% |
| 6M | +22.2% | -20.4% | +42.7% | +28.3% |
| YTD | +8.1% | -21.9% | +29.9% | +13.3% |
| 1Y | +5.8% | -45.2% | +51.0% | +23.7% |
| 3Y | +14.0% | -49.2% | +63.3% | +31.1% |
| 5Y | -38.3% | -61.8% | +23.5% | -26.2% |
| All | +116.6% | +57.3% | +59.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling