+127.7%
EXPE vs TROW
+122.3%
+5.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.6% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | -6.1% | +9.3% | -15.4% | -10.8% |
| 3M | -21.3% | -0.9% | -20.4% | -20.7% |
| 6M | +19.0% | +8.3% | +10.7% | +13.0% |
| YTD | -8.4% | +10.6% | -19.1% | -14.3% |
| 1Y | -2.8% | +10.5% | -13.3% | -9.0% |
| 3Y | +120.8% | +36.5% | +84.2% | +80.4% |
| 5Y | +46.2% | -37.1% | +83.2% | +81.2% |
| All | +127.7% | +122.3% | +5.4% | +63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling