+135.3%
TROW vs EXPD
+311.2%
-175.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.6% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | -4.0% | +4.1% | -8.1% | -6.5% |
| 3M | +5.0% | +13.8% | -8.8% | -3.7% |
| 6M | +24.3% | +27.3% | -3.0% | +5.3% |
| YTD | +9.8% | +25.4% | -15.7% | -7.7% |
| 1Y | +6.4% | +54.4% | -47.9% | -23.3% |
| 3Y | +15.8% | +67.9% | -52.1% | -23.2% |
| 5Y | -37.3% | +59.2% | -96.4% | -57.6% |
| All | +135.3% | +311.2% | -175.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling