+260.6%
ECHO vs TROW
-38.9%
+299.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.3% | -3.0% | +5.3% | +3.9% |
| 30D | +4.4% | -5.5% | +9.8% | +7.4% |
| 3M | -20.3% | +2.3% | -22.6% | -21.4% |
| 6M | -15.3% | +23.9% | -39.3% | -24.6% |
| YTD | -15.5% | +7.9% | -23.4% | -19.1% |
| 1Y | +15.0% | +6.1% | +8.8% | +10.6% |
| 3Y | +409.1% | +13.8% | +395.3% | +369.4% |
| 5Y | +260.6% | -38.2% | +298.8% | +279.2% |
| All | +260.6% | -38.9% | +299.5% | +279.2% |
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