+67.6%
EWZ vs TROW
-36.6%
+104.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +5.6% | +0.4% | +5.2% | +5.5% |
| 30D | +9.3% | -4.0% | +13.3% | +10.5% |
| 3M | +15.7% | +5.0% | +10.7% | +13.8% |
| 6M | +7.4% | +24.3% | -16.9% | +0.9% |
| YTD | +22.7% | +9.8% | +12.9% | +18.9% |
| 1Y | +36.4% | +6.4% | +29.9% | +33.1% |
| 3Y | +50.4% | +15.8% | +34.6% | +41.5% |
| 5Y | +67.6% | -37.3% | +104.9% | +89.2% |
| All | +67.6% | -36.6% | +104.3% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling