+253.7%
ECHO vs TROW
+236.2%
+17.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +8.6% | +0.4% | +8.2% | +8.4% |
| 30D | +3.8% | -4.0% | +7.8% | +5.4% |
| 3M | -19.9% | +5.0% | -24.9% | -21.6% |
| 6M | -12.1% | +24.3% | -36.4% | -19.7% |
| YTD | -14.1% | +9.8% | -23.8% | -17.4% |
| 1Y | +15.9% | +6.4% | +9.4% | +12.4% |
| 3Y | +417.8% | +15.8% | +402.1% | +386.8% |
| 5Y | +259.3% | -37.3% | +296.6% | +310.9% |
| 10Y | +192.7% | +130.6% | +62.1% | +103.7% |
| All | +253.7% | +236.2% | +17.6% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling