+116.8%
TROW vs BURL
+232.1%
-115.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.2% | +1.7% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | +9.3% | -7.7% | +17.1% | +11.7% |
| 3M | -0.9% | -31.7% | +30.7% | +9.5% |
| 6M | +8.3% | -15.2% | +23.5% | +12.0% |
| YTD | +10.6% | -15.9% | +26.6% | +14.0% |
| 1Y | +10.5% | -14.2% | +24.8% | +12.6% |
| 3Y | +36.5% | +93.5% | -57.0% | +6.9% |
| 5Y | -37.1% | -9.9% | -27.2% | -41.7% |
| All | +116.8% | +232.1% | -115.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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