+6,438.2%
EW vs TROW
+1,047.7%
+5,390.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | +1.0% | -4.5% | +5.6% | +2.3% |
| 3M | +2.8% | +3.9% | -1.1% | +1.5% |
| 6M | +5.5% | +22.6% | -17.1% | -0.5% |
| YTD | +5.5% | +10.1% | -4.7% | +2.2% |
| 1Y | +11.0% | +3.6% | +7.5% | +9.2% |
| 3Y | +17.7% | +12.4% | +5.3% | +11.3% |
| 5Y | -25.7% | -37.5% | +11.7% | -19.1% |
| 10Y | +132.8% | +130.0% | +2.9% | +81.8% |
| All | +6,438.2% | +1,047.7% | +5,390.4% | +3,255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling