+101.2%
ET vs TROW
+12.7%
+88.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | +4.6% | -5.5% | +10.0% | +5.9% |
| 3M | +16.0% | +2.3% | +13.8% | +14.6% |
| 6M | +22.8% | +23.9% | -1.1% | +14.5% |
| YTD | +38.9% | +7.9% | +31.0% | +34.4% |
| 1Y | +34.1% | +6.1% | +28.0% | +30.3% |
| All | +101.2% | +12.7% | +88.5% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling