+383.4%
EFA vs TROW
+1,001.7%
-618.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -1.1% |
| 30D | -2.2% | -5.5% | +3.2% | +0.1% |
| 3M | +5.7% | +2.3% | +3.4% | +4.3% |
| 6M | +8.2% | +23.9% | -15.7% | -1.6% |
| YTD | +11.8% | +7.9% | +3.9% | +7.3% |
| 1Y | +18.3% | +6.1% | +12.2% | +14.1% |
| 3Y | +64.9% | +13.8% | +51.1% | +50.8% |
| 5Y | +52.4% | -38.2% | +90.6% | +74.5% |
| 10Y | +142.4% | +131.3% | +11.1% | +46.3% |
| All | +383.4% | +1,001.7% | -618.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 all: compounded portfolio wealth divided by compounded TROW 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…
all analysis · Full analysis span regression · 6 months rolling