+1,003.0%
BE vs TROW
+21.9%
+981.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.8% | +7.7% |
| 7D | +9.0% | -3.2% | +12.2% | +11.9% |
| 30D | +16.3% | -4.6% | +20.9% | +20.8% |
| 3M | +10.8% | -0.7% | +11.4% | +9.2% |
| 6M | +73.2% | +22.2% | +51.0% | +43.5% |
| YTD | +217.4% | +6.6% | +210.7% | +194.4% |
| 1Y | +309.8% | +5.8% | +304.0% | +284.5% |
| 3Y | +1,726.2% | +11.6% | +1,714.6% | +1,531.7% |
| 5Y | +1,306.2% | -38.9% | +1,345.1% | +1,897.5% |
| All | +1,003.0% | +21.9% | +981.1% | +965.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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