-38.2%
TROW vs BLDR
+8.3%
-46.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +1.1% |
| 7D | -3.0% | -8.1% | +5.1% | -0.4% |
| 30D | -5.5% | -21.5% | +16.0% | +2.1% |
| 3M | +2.3% | -21.0% | +23.2% | +8.8% |
| 6M | +23.9% | -37.1% | +61.0% | +41.3% |
| YTD | +7.9% | -42.7% | +50.6% | +25.7% |
| 1Y | +6.1% | -58.0% | +64.1% | +37.7% |
| 3Y | +13.8% | -57.8% | +71.7% | +35.8% |
| All | -38.2% | +8.3% | -46.6% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 5y: compounded portfolio wealth divided by compounded BLDR 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…
5y analysis · Full analysis span regression · 6 months rolling