+124.8%
TROW vs EAT
+374.9%
-250.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.0% |
| 7D | -3.2% | -7.7% | +4.5% | -1.7% |
| 30D | -4.6% | -13.6% | +9.0% | -2.0% |
| 3M | -0.7% | +33.9% | -34.5% | -6.9% |
| 6M | +22.2% | +47.2% | -25.0% | +11.3% |
| YTD | +6.6% | +48.1% | -41.4% | -3.3% |
| 1Y | +5.8% | +33.7% | -27.9% | -2.6% |
| 3Y | +11.6% | +595.8% | -584.2% | -29.1% |
| 5Y | -38.9% | +314.4% | -353.3% | -58.8% |
| All | +124.8% | +374.9% | -250.1% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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