+33.6%
ECHO vs TROW
+0.2%
+33.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | +3.4% | -1.3% | +4.7% | +4.1% |
| 30D | +2.4% | -4.5% | +6.9% | +4.6% |
| 3M | -28.0% | +3.9% | -31.8% | -29.5% |
| 6M | -21.2% | +22.6% | -43.8% | -28.8% |
| YTD | -17.4% | +10.1% | -27.5% | -20.7% |
| 1Y | +33.6% | +3.6% | +30.0% | +32.3% |
| All | +33.6% | +0.2% | +33.4% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling