+18.2%
EWZ vs TROW
+37.2%
-19.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | +4.4% | -3.1% | -0.1% |
| 30D | -26.2% | +5.5% | -31.6% | -27.5% |
| 3M | -8.6% | -1.3% | -7.3% | -8.3% |
| 6M | -17.0% | +7.9% | -24.9% | -19.6% |
| YTD | +2.2% | +12.6% | -10.5% | -2.9% |
| 1Y | +2.7% | +13.3% | -10.7% | -2.7% |
| 3Y | +18.2% | +38.6% | -20.4% | -1.4% |
| All | +18.2% | +37.2% | -19.0% | -1.4% |
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