+2,353.8%
ELV vs TROW
+1,477.0%
+876.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -0.8% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -0.2% | -5.3% | +5.1% | +1.5% |
| 3M | -6.1% | +2.9% | -9.1% | -7.3% |
| 6M | +42.8% | +22.2% | +20.6% | +33.3% |
| YTD | +14.4% | +8.1% | +6.3% | +10.8% |
| 1Y | +28.6% | +5.8% | +22.8% | +25.2% |
| 3Y | -7.4% | +14.0% | -21.4% | -14.5% |
| 5Y | +14.5% | -38.3% | +52.7% | +25.1% |
| 10Y | +257.4% | +131.7% | +125.8% | +145.1% |
| All | +2,353.8% | +1,477.0% | +876.8% | +671.1% |
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