+13.5%
TROW vs BURL
+63.9%
-50.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | -4.5% | -28.2% | +23.6% | +3.3% |
| 3M | +3.9% | -17.6% | +21.5% | +8.4% |
| 6M | +22.6% | -11.8% | +34.3% | +25.0% |
| YTD | +10.1% | -8.1% | +18.3% | +10.9% |
| 1Y | +3.6% | -12.0% | +15.5% | +4.8% |
| All | +13.5% | +63.9% | -50.4% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling