-37.3%
TROW vs ES
-2.9%
-34.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | -4.0% | -1.2% | -2.9% | -3.7% |
| 3M | +5.0% | +5.0% | 0.0% | +3.2% |
| 6M | +24.3% | -2.8% | +27.1% | +25.3% |
| YTD | +9.8% | +8.6% | +1.2% | +6.0% |
| 1Y | +6.4% | +18.9% | -12.5% | -2.0% |
| 3Y | +15.8% | +32.1% | -16.3% | -1.0% |
| 5Y | -37.3% | -5.1% | -32.2% | -38.9% |
| All | -37.3% | -2.9% | -34.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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