+18.2%
EWJ vs TROW
+17.3%
+0.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.0% | -4.6% | -0.2% |
| 7D | -1.2% | +8.2% | -9.4% | -3.3% |
| 30D | -5.5% | +8.3% | -13.8% | -7.5% |
| 3M | -0.8% | -1.6% | +0.8% | -0.3% |
| 6M | +7.1% | +11.9% | -4.8% | +3.1% |
| YTD | +16.9% | +14.3% | +2.5% | +9.3% |
| 1Y | +18.2% | +17.0% | +1.2% | +9.2% |
| All | +18.2% | +17.3% | +0.9% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling