+62.4%
EWY vs TROW
+17.3%
+45.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.0% | -7.9% | -4.9% |
| 7D | -8.3% | +8.2% | -16.6% | -12.2% |
| 30D | -20.5% | +8.3% | -28.9% | -23.9% |
| 3M | -11.1% | -1.6% | -9.5% | -10.2% |
| 6M | -7.0% | +11.9% | -18.9% | -13.4% |
| YTD | +56.5% | +14.3% | +42.1% | +38.7% |
| 1Y | +62.4% | +17.0% | +45.4% | +42.0% |
| All | +62.4% | +17.3% | +45.1% | +42.0% |
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