-38.6%
TROW vs BURL
-17.2%
-21.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +4.3% | +4.1% | +0.3% | +3.3% |
| 30D | +4.2% | -9.5% | +13.6% | +6.9% |
| 3M | -3.4% | -33.5% | +30.1% | +7.4% |
| 6M | +4.7% | -22.1% | +26.8% | +10.7% |
| YTD | +10.1% | -14.6% | +24.7% | +12.9% |
| 1Y | +11.7% | -8.4% | +20.1% | +11.5% |
| 3Y | +32.5% | +86.6% | -54.1% | +4.8% |
| All | -38.6% | -17.2% | -21.4% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling