+513.6%
EWT vs TROW
+130.0%
+383.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | -1.1% | -3.2% | +2.0% | 0.0% |
| 30D | +4.5% | -4.6% | +9.1% | +6.2% |
| 3M | +8.3% | -0.7% | +8.9% | +8.0% |
| 6M | +54.2% | +22.2% | +32.0% | +42.6% |
| YTD | +74.6% | +6.6% | +67.9% | +69.3% |
| 1Y | +84.9% | +5.8% | +79.1% | +79.6% |
| 3Y | +197.5% | +11.6% | +185.9% | +179.1% |
| 5Y | +150.6% | -38.9% | +189.5% | +182.0% |
| All | +513.6% | +130.0% | +383.6% | +402.9% |
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 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