+242.5%
ET vs TROW
-39.3%
+281.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | +2.9% | -4.6% | +7.5% | +4.1% |
| 3M | +16.8% | -0.7% | +17.4% | +16.4% |
| 6M | +18.9% | +22.2% | -3.3% | +11.7% |
| YTD | +37.7% | +6.6% | +31.1% | +34.0% |
| 1Y | +32.4% | +5.8% | +26.6% | +28.9% |
| 3Y | +99.5% | +11.6% | +87.9% | +87.5% |
| All | +242.5% | -39.3% | +281.8% | +270.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling