+253.5%
EME vs TROW
+11.3%
+242.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.9% |
| 7D | +3.5% | -3.2% | +6.7% | +5.1% |
| 30D | -6.3% | -4.6% | -1.7% | -4.3% |
| 3M | -3.8% | -0.7% | -3.1% | -4.3% |
| 6M | +8.5% | +22.2% | -13.7% | -3.0% |
| YTD | +27.8% | +6.6% | +21.2% | +21.7% |
| 1Y | +22.2% | +5.8% | +16.4% | +16.8% |
| 3Y | +253.5% | +11.6% | +241.9% | +233.2% |
| All | +253.5% | +11.3% | +242.1% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling