+156.4%
EXPE vs TROW
+132.8%
+23.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.7% | +1.7% |
| 7D | -8.7% | -3.0% | -5.7% | -6.9% |
| 30D | -13.6% | -5.5% | -8.2% | -10.6% |
| 3M | +26.6% | +2.3% | +24.4% | +24.5% |
| 6M | +19.9% | +23.9% | -4.0% | +4.5% |
| YTD | -1.7% | +7.9% | -9.6% | -6.7% |
| 1Y | +29.4% | +6.1% | +23.3% | +24.2% |
| 3Y | +155.7% | +13.8% | +141.8% | +132.7% |
| 5Y | +93.1% | -38.2% | +131.3% | +139.2% |
| All | +156.4% | +132.8% | +23.6% | +100.7% |
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