+127.5%
TROW vs EXR
+149.6%
-22.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -3.0% | -3.2% | +0.2% | -1.6% |
| 30D | -5.5% | -6.9% | +1.4% | -2.5% |
| 3M | +2.3% | -7.8% | +10.1% | +5.7% |
| 6M | +23.9% | -4.9% | +28.8% | +26.0% |
| YTD | +7.9% | +7.2% | +0.7% | +3.8% |
| 1Y | +6.1% | -1.5% | +7.6% | +5.7% |
| 3Y | +13.8% | +22.3% | -8.5% | -0.1% |
| 5Y | -38.2% | -10.9% | -27.3% | -38.3% |
| All | +127.5% | +149.6% | -22.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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