+222.9%
EWY vs TROW
+11.3%
+211.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.8% |
| 7D | -0.1% | -3.2% | +3.1% | +1.4% |
| 30D | +7.3% | -4.6% | +11.9% | +9.6% |
| 3M | -5.1% | -0.7% | -4.5% | -5.2% |
| 6M | +42.1% | +22.2% | +19.8% | +29.9% |
| YTD | +94.1% | +6.6% | +87.5% | +87.1% |
| 1Y | +147.8% | +5.8% | +142.0% | +139.1% |
| 3Y | +222.9% | +11.6% | +211.3% | +186.4% |
| All | +222.9% | +11.3% | +211.6% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling