+91.1%
EXE vs TROW
-39.3%
+130.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.8% |
| 7D | -3.1% | -3.2% | 0.0% | -2.3% |
| 30D | -0.9% | -4.6% | +3.7% | +0.3% |
| 3M | +9.6% | -0.7% | +10.2% | +9.1% |
| 6M | -11.6% | +22.2% | -33.8% | -17.2% |
| YTD | -12.6% | +6.6% | -19.2% | -15.2% |
| 1Y | +1.2% | +5.8% | -4.7% | -1.7% |
| 3Y | +18.0% | +11.6% | +6.4% | +10.5% |
| All | +91.1% | -39.3% | +130.4% | +113.3% |
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