+121.4%
ETR vs TROW
-39.3%
+160.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -1.8% | -3.2% | +1.4% | -1.2% |
| 30D | -1.8% | -4.6% | +2.9% | -0.9% |
| 3M | -3.6% | -0.7% | -2.9% | -3.6% |
| 6M | +2.6% | +22.2% | -19.6% | -1.5% |
| YTD | +16.0% | +6.6% | +9.4% | +14.1% |
| 1Y | +20.1% | +5.8% | +14.3% | +18.2% |
| 3Y | +143.6% | +11.6% | +132.0% | +133.2% |
| All | +121.4% | -39.3% | +160.7% | +109.5% |
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