+117.8%
EW vs TROW
+130.0%
-12.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -6.2% | -3.2% | -3.0% | -4.9% |
| 30D | -9.3% | -4.6% | -4.7% | -7.6% |
| 3M | -1.6% | -0.7% | -1.0% | -1.8% |
| 6M | -0.8% | +22.2% | -23.1% | -9.2% |
| YTD | -1.0% | +6.6% | -7.7% | -4.5% |
| 1Y | +8.2% | +5.8% | +2.3% | +4.4% |
| 3Y | +12.7% | +11.6% | +1.1% | +2.8% |
| 5Y | -30.2% | -38.9% | +8.7% | -18.4% |
| All | +117.8% | +130.0% | -12.3% | +53.8% |
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