+2,207.4%
ED vs TROW
+14,446.5%
-12,239.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -0.2% | -1.3% | +1.1% | 0.0% |
| 30D | -0.1% | -4.5% | +4.4% | +0.4% |
| 3M | +3.9% | +3.9% | +0.1% | +3.3% |
| 6M | -3.0% | +22.6% | -25.6% | -5.7% |
| YTD | +10.7% | +10.1% | +0.6% | +8.9% |
| 1Y | +13.3% | +3.6% | +9.8% | +12.3% |
| 3Y | +34.5% | +12.4% | +22.1% | +30.6% |
| 5Y | +67.1% | -37.5% | +104.6% | +72.6% |
| 10Y | +103.0% | +130.0% | -26.9% | +75.5% |
| All | +2,207.4% | +14,446.5% | -12,239.1% | +1,280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling