+347.0%
ELF vs TROW
+139.7%
+207.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | +4.3% | -1.7% | +5.9% | +5.2% |
| 30D | +7.7% | +6.4% | +1.3% | +4.0% |
| 3M | +24.7% | -1.5% | +26.2% | +25.6% |
| 6M | +114.6% | +8.3% | +106.4% | +105.1% |
| YTD | +55.8% | +12.4% | +43.4% | +45.3% |
| 1Y | +51.9% | +12.4% | +39.5% | +41.8% |
| 3Y | +24.6% | +38.3% | -13.7% | +4.7% |
| 5Y | +279.2% | -35.2% | +314.4% | +350.0% |
| 10Y | +338.7% | +128.8% | +209.9% | +223.1% |
| All | +347.0% | +139.7% | +207.3% | +241.4% |
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