+124.8%
TROW vs FTV
+80.7%
+44.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -3.2% | -4.0% | +0.8% | -0.7% |
| 30D | -4.6% | -11.0% | +6.4% | +2.4% |
| 3M | -0.7% | -8.4% | +7.8% | +4.3% |
| 6M | +22.2% | -2.6% | +24.8% | +22.6% |
| YTD | +6.6% | -0.6% | +7.2% | +4.2% |
| 1Y | +5.8% | +11.0% | -5.1% | -4.2% |
| 3Y | +11.6% | -6.3% | +18.0% | +11.5% |
| 5Y | -38.9% | -1.5% | -37.4% | -41.4% |
| All | +124.8% | +80.7% | +44.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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