+8.1%
EWZ vs TROW
+17.3%
-9.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.0% | -4.3% | 0.0% |
| 7D | -4.1% | +8.2% | -12.3% | -6.2% |
| 30D | -25.0% | +8.3% | -33.3% | -26.6% |
| 3M | -10.6% | -1.6% | -9.1% | -10.3% |
| 6M | -16.6% | +11.9% | -28.5% | -20.2% |
| YTD | +2.5% | +14.3% | -11.9% | -4.1% |
| 1Y | +8.1% | +17.0% | -8.9% | -0.3% |
| All | +8.1% | +17.3% | -9.2% | -0.3% |
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