+104.5%
ED vs TROW
+130.0%
-25.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -0.8% | -3.2% | +2.4% | -0.2% |
| 30D | -0.4% | -4.6% | +4.2% | +0.4% |
| 3M | +0.5% | -0.7% | +1.1% | +0.4% |
| 6M | -3.1% | +22.2% | -25.3% | -6.7% |
| YTD | +9.8% | +6.6% | +3.2% | +8.0% |
| 1Y | +12.6% | +5.8% | +6.8% | +10.7% |
| 3Y | +31.4% | +11.6% | +19.8% | +26.0% |
| 5Y | +69.4% | -38.9% | +108.4% | +82.3% |
| All | +104.5% | +130.0% | -25.6% | +91.0% |
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