+155.1%
NEM vs TROW
-39.3%
+194.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | +7.8% | -4.6% | +12.4% | +9.0% |
| 3M | +30.2% | -0.7% | +30.9% | +30.4% |
| 6M | +9.6% | +22.2% | -12.6% | +5.2% |
| YTD | +27.8% | +6.6% | +21.2% | +25.8% |
| 1Y | +60.7% | +5.8% | +54.9% | +58.2% |
| 3Y | +245.3% | +11.6% | +233.7% | +230.5% |
| All | +155.1% | -39.3% | +194.5% | +122.5% |
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