+131.4%
EMB vs TROW
+235.7%
-104.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -0.5% | -4.0% | +3.5% | -0.1% |
| 3M | +0.3% | +5.0% | -4.7% | -0.2% |
| 6M | +1.2% | +24.3% | -23.1% | -0.9% |
| YTD | +1.5% | +9.8% | -8.3% | +0.4% |
| 1Y | +4.8% | +6.4% | -1.6% | +4.0% |
| 3Y | +30.4% | +15.8% | +14.6% | +27.6% |
| 5Y | +7.3% | -37.3% | +44.5% | +8.9% |
| 10Y | +29.7% | +130.6% | -100.9% | +20.4% |
| All | +131.4% | +235.7% | -104.2% | +106.0% |
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