+1,250.3%
EWY vs TROW
+1,244.1%
+6.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.2% |
| 7D | +6.7% | -1.5% | +8.2% | +7.4% |
| 30D | +17.0% | -5.3% | +22.3% | +20.1% |
| 3M | +3.7% | +2.9% | +0.7% | +1.8% |
| 6M | +42.5% | +22.2% | +20.3% | +28.6% |
| YTD | +96.2% | +8.1% | +88.2% | +87.9% |
| 1Y | +160.4% | +5.8% | +154.6% | +151.3% |
| 3Y | +231.7% | +14.0% | +217.7% | +200.5% |
| 5Y | +153.3% | -38.3% | +191.5% | +200.9% |
| 10Y | +308.8% | +131.7% | +177.2% | +125.5% |
| All | +1,250.3% | +1,244.1% | +6.3% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling