-60.8%
EOSE vs TROW
+6.2%
-67.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | +0.1% |
| 7D | +1.8% | -3.2% | +5.0% | +4.9% |
| 30D | -6.8% | -4.6% | -2.2% | -2.8% |
| 3M | -36.3% | -0.7% | -35.6% | -36.2% |
| 6M | -38.8% | +22.2% | -61.0% | -49.0% |
| YTD | -65.5% | +6.6% | -72.2% | -67.5% |
| 1Y | -45.3% | +5.8% | -51.1% | -47.4% |
| 3Y | +44.2% | +11.6% | +32.6% | +27.6% |
| 5Y | -69.5% | -38.9% | -30.6% | -61.0% |
| All | -60.8% | +6.2% | -67.0% | -36.9% |
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