+124.8%
TROW vs EL
+26.1%
+98.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | -3.2% | -6.5% | +3.3% | -0.8% |
| 30D | -4.6% | +11.1% | -15.7% | -8.9% |
| 3M | -0.7% | +10.7% | -11.4% | -5.2% |
| 6M | +22.2% | +6.9% | +15.3% | +16.4% |
| YTD | +6.6% | -6.3% | +12.9% | +5.5% |
| 1Y | +5.8% | +13.5% | -7.6% | -4.0% |
| 3Y | +11.6% | -33.1% | +44.7% | +17.0% |
| 5Y | -38.9% | -68.8% | +29.8% | -8.0% |
| All | +124.8% | +26.1% | +98.7% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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