+29.6%
EMB vs TROW
+130.0%
-100.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.7% |
| 30D | -1.3% | -4.6% | +3.4% | -0.6% |
| 3M | -1.8% | -0.7% | -1.1% | -1.8% |
| 6M | +0.2% | +22.2% | -22.0% | -2.9% |
| YTD | +0.4% | +6.6% | -6.3% | -0.9% |
| 1Y | +2.8% | +5.8% | -3.0% | +1.5% |
| 3Y | +29.1% | +11.6% | +17.5% | +25.2% |
| 5Y | +6.3% | -38.9% | +45.2% | +9.5% |
| All | +29.6% | +130.0% | -100.4% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling