+92.6%
EWZ vs TROW
+128.2%
-35.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -0.1% | -1.5% | +1.4% | +0.6% |
| 30D | +8.2% | -5.3% | +13.5% | +10.9% |
| 3M | +13.3% | +2.9% | +10.4% | +11.2% |
| 6M | +3.6% | +22.2% | -18.6% | -6.2% |
| YTD | +21.0% | +8.1% | +12.9% | +15.5% |
| 1Y | +34.7% | +5.8% | +28.9% | +29.5% |
| 3Y | +48.3% | +14.0% | +34.3% | +34.0% |
| 5Y | +60.1% | -38.3% | +98.3% | +95.4% |
| 10Y | +92.6% | +131.7% | -39.1% | +36.2% |
| All | +92.6% | +128.2% | -35.6% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling