-36.7%
TROW vs EL
-65.2%
+28.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.3% |
| 7D | +0.5% | +1.5% | -1.1% | 0.0% |
| 30D | +9.3% | +10.0% | -0.7% | +6.1% |
| 3M | -0.9% | +28.4% | -29.3% | -9.0% |
| 6M | +8.3% | +37.1% | -28.7% | -3.1% |
| YTD | +10.6% | +7.8% | +2.8% | +5.0% |
| 1Y | +10.5% | +26.0% | -15.5% | -0.8% |
| 3Y | +36.5% | +3.8% | +32.7% | +20.4% |
| All | -36.7% | -65.2% | +28.5% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling