+265.7%
ELF vs TROW
+127.4%
+138.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | -11.6% | -3.2% | -8.5% | -10.1% |
| 30D | +4.6% | -4.6% | +9.2% | +7.4% |
| 3M | +59.7% | -0.7% | +60.4% | +60.1% |
| 6M | +21.2% | +22.2% | -1.0% | +8.6% |
| YTD | +27.4% | +6.6% | +20.8% | +22.5% |
| 1Y | -29.8% | +5.8% | -35.6% | -32.1% |
| 3Y | -28.5% | +11.6% | -40.1% | -33.1% |
| 5Y | +220.0% | -38.9% | +259.0% | +292.1% |
| All | +265.7% | +127.4% | +138.3% | +187.8% |
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