+85.5%
ETN vs TROW
+11.3%
+74.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.1% | +4.5% |
| 7D | +3.5% | -3.2% | +6.7% | +5.2% |
| 30D | -7.5% | -4.6% | -2.9% | -5.4% |
| 3M | +8.3% | -0.7% | +9.0% | +7.2% |
| 6M | +20.2% | +22.2% | -2.0% | +6.2% |
| YTD | +34.7% | +6.6% | +28.0% | +27.3% |
| 1Y | +19.4% | +5.8% | +13.6% | +13.0% |
| 3Y | +85.5% | +11.6% | +73.9% | +66.8% |
| All | +85.5% | +11.3% | +74.2% | +66.8% |
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