-36.7%
TROW vs EXPD
+61.0%
-97.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +0.8% |
| 7D | +4.7% | -5.5% | +10.2% | +7.6% |
| 30D | +5.4% | -1.9% | +7.3% | +6.2% |
| 3M | -1.6% | +6.1% | -7.7% | -5.2% |
| 6M | +7.8% | +21.6% | -13.8% | -4.2% |
| YTD | +12.6% | +27.9% | -15.3% | -4.9% |
| 1Y | +13.6% | +39.4% | -25.8% | -9.5% |
| 3Y | +36.6% | +72.7% | -36.1% | -9.4% |
| 5Y | -36.7% | +60.3% | -97.1% | -59.8% |
| All | -36.7% | +61.0% | -97.7% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling