+518.2%
TROW vs EFV
+255.9%
+262.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.4% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | -4.6% | +0.6% | -5.2% | -5.3% |
| 3M | -0.7% | +7.5% | -8.2% | -8.3% |
| 6M | +22.2% | +13.0% | +9.2% | +6.2% |
| YTD | +6.6% | +18.3% | -11.7% | -12.1% |
| 1Y | +5.8% | +26.7% | -20.9% | -19.3% |
| 3Y | +11.6% | +89.6% | -78.0% | -45.7% |
| 5Y | -38.9% | +98.2% | -137.1% | -71.3% |
| 10Y | +128.5% | +167.4% | -38.8% | -22.9% |
| All | +518.2% | +255.9% | +262.3% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling