+6,127.5%
EFX vs TROW
+14,176.2%
-8,048.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.5% |
| 7D | -9.4% | -1.5% | -7.9% | -8.9% |
| 30D | -6.9% | -5.3% | -1.6% | -5.1% |
| 3M | +0.1% | +2.9% | -2.8% | -0.9% |
| 6M | -17.3% | +22.2% | -39.5% | -22.8% |
| YTD | -21.8% | +8.1% | -29.9% | -24.1% |
| 1Y | -32.5% | +5.8% | -38.3% | -34.1% |
| 3Y | -12.3% | +14.0% | -26.4% | -17.0% |
| 5Y | -36.6% | -38.3% | +1.7% | -27.4% |
| 10Y | +41.0% | +131.7% | -90.6% | +5.2% |
| All | +6,127.5% | +14,176.2% | -8,048.6% | +1,718.8% |
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 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