-2.1%
EME vs TROW
+17.3%
-19.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.0% | -15.6% | -10.4% |
| 7D | -5.8% | +8.2% | -14.0% | -7.1% |
| 30D | -17.9% | +8.3% | -26.2% | -19.0% |
| 3M | -22.0% | -1.6% | -20.4% | -21.2% |
| 6M | -29.7% | +11.9% | -41.6% | -32.2% |
| YTD | +4.7% | +14.3% | -9.6% | -2.3% |
| 1Y | -2.1% | +17.0% | -19.1% | -9.9% |
| All | -2.1% | +17.3% | -19.4% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling