+415.7%
ECHO vs TROW
+12.7%
+403.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.3% | -3.0% | +5.3% | +4.5% |
| 30D | +4.4% | -5.5% | +9.8% | +8.5% |
| 3M | -20.3% | +2.3% | -22.6% | -22.1% |
| 6M | -15.3% | +23.9% | -39.3% | -28.5% |
| YTD | -15.5% | +7.9% | -23.4% | -20.9% |
| 1Y | +15.0% | +6.1% | +8.8% | +8.4% |
| All | +415.7% | +12.7% | +403.1% | +353.8% |
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