+52.8%
ECL vs TROW
+12.9%
+39.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -4.3% | -5.3% | +1.0% | -2.9% |
| 3M | +3.2% | +2.9% | +0.3% | +2.3% |
| 6M | -2.9% | +22.2% | -25.1% | -8.1% |
| YTD | +4.3% | +8.1% | -3.8% | +1.6% |
| 1Y | +1.6% | +5.8% | -4.2% | -0.5% |
| All | +52.8% | +12.9% | +39.9% | +41.8% |
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