+1,646.5%
QLD vs TROW
+129.7%
+1,516.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | +0.2% |
| 7D | +3.0% | +0.4% | +2.6% | +2.5% |
| 30D | -1.8% | -4.0% | +2.2% | +2.2% |
| 3M | -1.8% | +5.0% | -6.8% | -7.7% |
| 6M | +36.9% | +24.3% | +12.6% | +8.3% |
| YTD | +28.7% | +9.8% | +18.9% | +14.5% |
| 1Y | +41.9% | +6.4% | +35.4% | +29.8% |
| 3Y | +184.2% | +15.8% | +168.4% | +135.5% |
| 5Y | +122.1% | -37.3% | +159.4% | +252.3% |
| 10Y | +1,646.5% | +130.6% | +1,515.9% | +1,023.5% |
| All | +1,646.5% | +129.7% | +1,516.8% | +1,023.5% |
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