-38.2%
TROW vs ESI
+66.0%
-104.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.3% | +1.9% |
| 7D | -3.0% | -2.3% | -0.7% | -2.1% |
| 30D | -5.5% | -9.0% | +3.6% | -1.6% |
| 3M | +2.3% | -13.3% | +15.5% | +6.4% |
| 6M | +23.9% | +5.3% | +18.6% | +13.4% |
| YTD | +7.9% | +37.6% | -29.7% | -16.5% |
| 1Y | +6.1% | +33.6% | -27.5% | -17.3% |
| 3Y | +13.8% | +75.8% | -62.0% | -29.6% |
| 5Y | -38.2% | +68.6% | -106.8% | -62.7% |
| All | -38.2% | +66.0% | -104.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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