+24.9%
TROW vs EQH
+234.7%
-209.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.9% |
| 7D | -3.2% | +0.7% | -3.9% | -3.6% |
| 30D | -4.6% | +2.8% | -7.4% | -6.2% |
| 3M | -0.7% | +23.1% | -23.7% | -11.4% |
| 6M | +22.2% | +41.4% | -19.2% | +0.4% |
| YTD | +6.6% | +14.3% | -7.6% | -2.3% |
| 1Y | +5.8% | +1.6% | +4.2% | +2.7% |
| 3Y | +11.6% | +102.7% | -91.1% | -26.2% |
| 5Y | -38.9% | +104.5% | -143.5% | -60.1% |
| All | +24.9% | +234.7% | -209.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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