+3.6%
TROW vs ESTC
+7.3%
-3.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.8% |
| 7D | -1.3% | -8.1% | +6.8% | -1.0% |
| 30D | -4.5% | +31.7% | -36.2% | -6.0% |
| 3M | +3.9% | +41.1% | -37.2% | +1.7% |
| 6M | +22.6% | +77.1% | -54.5% | +17.7% |
| YTD | +10.1% | +21.7% | -11.6% | +5.3% |
| 1Y | +3.6% | +8.4% | -4.8% | -1.1% |
| All | +3.6% | +7.3% | -3.7% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling