+3,511.4%
TROW vs EL
+1,648.4%
+1,863.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.6% |
| 7D | +0.4% | +1.7% | -1.3% | -0.4% |
| 30D | -4.0% | +15.5% | -19.5% | -10.5% |
| 3M | +5.0% | +20.6% | -15.5% | -4.1% |
| 6M | +24.3% | +10.5% | +13.8% | +15.7% |
| YTD | +9.8% | -1.9% | +11.6% | +6.0% |
| 1Y | +6.4% | +16.1% | -9.6% | -5.5% |
| 3Y | +15.8% | -30.2% | +46.0% | +17.1% |
| 5Y | -37.3% | -67.4% | +30.1% | -11.5% |
| 10Y | +130.6% | +31.2% | +99.4% | +64.4% |
| All | +3,511.4% | +1,648.4% | +1,863.0% | +768.5% |
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