+72.2%
EQX vs TROW
-39.3%
+111.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | -3.2% | -3.2% | 0.0% | -2.1% |
| 30D | +7.8% | -4.6% | +12.4% | +9.7% |
| 3M | +21.3% | -0.7% | +22.0% | +21.8% |
| 6M | -22.4% | +22.2% | -44.6% | -27.4% |
| YTD | -11.3% | +6.6% | -17.9% | -13.5% |
| 1Y | +13.5% | +5.8% | +7.7% | +10.8% |
| 3Y | +162.1% | +11.6% | +150.5% | +144.1% |
| All | +72.2% | -39.3% | +111.6% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling