+174.8%
EXE vs TROW
-17.3%
+192.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | -0.4% | -5.3% | +4.9% | +1.1% |
| 3M | +9.5% | +2.9% | +6.5% | +8.0% |
| 6M | -9.3% | +22.2% | -31.6% | -15.2% |
| YTD | -10.9% | +8.1% | -19.0% | -14.0% |
| 1Y | +4.3% | +5.8% | -1.5% | +1.3% |
| 3Y | +18.8% | +14.0% | +4.8% | +10.4% |
| 5Y | +101.4% | -38.3% | +139.7% | +125.4% |
| All | +174.8% | -17.3% | +192.1% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling