+245.2%
ELF vs TROW
-36.6%
+281.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +5.9% | -4.0% | +9.9% | +8.5% |
| 3M | +99.5% | +5.0% | +94.5% | +94.0% |
| 6M | +26.5% | +24.3% | +2.2% | +11.6% |
| YTD | +37.2% | +9.8% | +27.4% | +29.4% |
| 1Y | -24.4% | +6.4% | -30.9% | -27.3% |
| 3Y | -23.3% | +15.8% | -39.1% | -30.4% |
| 5Y | +245.2% | -37.3% | +282.4% | +328.2% |
| All | +245.2% | -36.6% | +281.8% | +328.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling