+855.0%
EXPE vs TROW
+525.0%
+330.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.1% |
| 7D | -9.5% | -1.3% | -8.2% | -8.8% |
| 30D | -6.6% | -4.5% | -2.1% | -4.1% |
| 3M | +31.4% | +3.9% | +27.5% | +28.2% |
| 6M | +35.2% | +22.6% | +12.6% | +19.7% |
| YTD | +5.8% | +10.1% | -4.3% | -0.3% |
| 1Y | +38.7% | +3.6% | +35.1% | +35.3% |
| 3Y | +175.8% | +12.4% | +163.4% | +155.5% |
| 5Y | +111.8% | -37.5% | +149.3% | +165.4% |
| 10Y | +179.7% | +130.0% | +49.8% | +63.3% |
| All | +855.0% | +525.0% | +330.0% | +221.3% |
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 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