+125.6%
TROW vs ESI
+226.4%
-100.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +0.4% | +5.4% | -5.0% | -1.3% |
| 30D | -4.0% | -4.2% | +0.2% | -2.9% |
| 3M | +5.0% | -9.6% | +14.6% | +6.9% |
| 6M | +24.3% | +18.3% | +6.0% | +14.4% |
| YTD | +9.8% | +45.8% | -36.1% | -6.3% |
| 1Y | +6.4% | +39.2% | -32.7% | -8.1% |
| 3Y | +15.8% | +86.3% | -70.5% | -10.2% |
| 5Y | -37.3% | +76.2% | -113.5% | -50.6% |
| 10Y | +130.6% | +306.8% | -176.1% | +43.0% |
| All | +125.6% | +226.4% | -100.9% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling