+173.8%
ET vs TROW
+130.0%
+43.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.4% |
| 7D | +0.2% | -3.2% | +3.4% | +1.5% |
| 30D | +2.9% | -4.6% | +7.5% | +4.8% |
| 3M | +16.8% | -0.7% | +17.4% | +16.3% |
| 6M | +18.9% | +22.2% | -3.3% | +8.1% |
| YTD | +37.7% | +6.6% | +31.1% | +31.9% |
| 1Y | +32.4% | +5.8% | +26.6% | +26.9% |
| 3Y | +99.5% | +11.6% | +87.9% | +81.9% |
| 5Y | +244.0% | -38.9% | +282.9% | +306.9% |
| All | +173.8% | +130.0% | +43.7% | +30.0% |
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