+243.5%
NEM vs TROW
+12.7%
+230.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -3.3% | -3.0% | -0.3% | -2.5% |
| 30D | +7.8% | -5.5% | +13.3% | +9.5% |
| 3M | +36.3% | +2.3% | +34.0% | +35.5% |
| 6M | +6.6% | +23.9% | -17.4% | +1.0% |
| YTD | +27.1% | +7.9% | +19.3% | +24.1% |
| 1Y | +62.3% | +6.1% | +56.2% | +58.8% |
| All | +243.5% | +12.7% | +230.8% | +210.0% |
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