+164.3%
EWY vs TROW
+0.2%
+164.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.1% |
| 7D | +4.8% | -1.3% | +6.1% | +5.5% |
| 30D | +11.7% | -4.5% | +16.2% | +14.4% |
| 3M | -7.4% | +3.9% | -11.3% | -9.8% |
| 6M | +40.6% | +22.6% | +18.0% | +25.8% |
| YTD | +94.3% | +10.1% | +84.1% | +79.0% |
| 1Y | +164.3% | +3.6% | +160.7% | +140.9% |
| All | +164.3% | +0.2% | +164.1% | +140.9% |
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 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