+5.8%
TROW vs EL
+12.6%
-6.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.3% |
| 7D | -3.2% | -6.5% | +3.3% | -2.0% |
| 30D | -4.6% | +11.1% | -15.7% | -6.6% |
| 3M | -0.7% | +10.7% | -11.4% | -2.8% |
| 6M | +22.2% | +6.9% | +15.3% | +19.9% |
| YTD | +6.6% | -6.3% | +12.9% | +6.8% |
| 1Y | +5.8% | +13.5% | -7.6% | +0.7% |
| All | +5.8% | +12.6% | -6.8% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling