+192.5%
ECHO vs TROW
+130.0%
+62.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.0% |
| 7D | +3.7% | -3.2% | +6.9% | +5.4% |
| 30D | +0.7% | -4.6% | +5.3% | +3.0% |
| 3M | -27.3% | -0.7% | -26.7% | -27.3% |
| 6M | -17.0% | +22.2% | -39.2% | -25.1% |
| YTD | -14.3% | +6.6% | -20.9% | -17.3% |
| 1Y | +20.9% | +5.8% | +15.1% | +16.7% |
| 3Y | +423.0% | +11.6% | +411.4% | +390.3% |
| 5Y | +265.7% | -38.9% | +304.6% | +332.0% |
| All | +192.5% | +130.0% | +62.4% | +104.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling