-28.2%
EW vs TROW
-38.9%
+10.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -3.0% | -0.3% | -2.3% |
| 30D | -7.4% | -5.5% | -1.9% | -5.5% |
| 3M | +0.9% | +2.3% | -1.3% | -0.3% |
| 6M | +1.2% | +23.9% | -22.8% | -6.9% |
| YTD | +1.8% | +7.9% | -6.1% | -1.8% |
| 1Y | +10.8% | +6.1% | +4.7% | +7.4% |
| 3Y | +17.1% | +13.8% | +3.3% | +6.5% |
| 5Y | -28.2% | -38.2% | +10.0% | -12.9% |
| All | -28.2% | -38.9% | +10.7% | -12.9% |
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 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