+3,540.0%
TROW vs EL
+1,821.4%
+1,718.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.2% |
| 7D | +0.5% | +1.5% | -1.1% | -0.2% |
| 30D | +9.3% | +10.0% | -0.7% | +4.8% |
| 3M | -0.9% | +28.4% | -29.3% | -12.1% |
| 6M | +8.3% | +37.1% | -28.7% | -7.3% |
| YTD | +10.6% | +7.8% | +2.8% | +2.1% |
| 1Y | +10.5% | +26.0% | -15.5% | -5.1% |
| 3Y | +36.5% | +3.8% | +32.7% | +16.3% |
| 5Y | -37.1% | -65.2% | +28.1% | -13.9% |
| 10Y | +125.2% | +62.1% | +63.1% | +45.7% |
| All | +3,540.0% | +1,821.4% | +1,718.6% | +736.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling