+36.6%
TROW vs EXPD
+72.3%
-35.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.3% |
| 7D | +4.7% | -5.5% | +10.2% | +6.6% |
| 30D | +5.4% | -1.9% | +7.3% | +5.9% |
| 3M | -1.6% | +6.1% | -7.7% | -4.0% |
| 6M | +7.8% | +21.6% | -13.8% | -0.3% |
| YTD | +12.6% | +27.9% | -15.3% | +0.6% |
| 1Y | +13.6% | +39.4% | -25.8% | -2.7% |
| 3Y | +36.6% | +72.7% | -36.1% | -1.7% |
| All | +36.6% | +72.3% | -35.7% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling