-35.6%
ELAN vs TROW
+29.7%
-65.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +2.0% |
| 7D | -5.4% | -3.2% | -2.2% | -3.8% |
| 30D | +4.7% | -4.6% | +9.3% | +7.4% |
| 3M | -3.7% | -0.7% | -3.0% | -3.9% |
| 6M | -1.2% | +22.2% | -23.4% | -11.6% |
| YTD | +2.4% | +6.6% | -4.2% | -1.8% |
| 1Y | +23.4% | +5.8% | +17.5% | +18.2% |
| 3Y | +96.7% | +11.6% | +85.1% | +80.5% |
| 5Y | -30.6% | -38.9% | +8.3% | -17.1% |
| All | -35.6% | +29.7% | -65.3% | -47.6% |
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