+78.2%
ECL vs TROW
+37.3%
+40.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +2.9% | +0.5% | +2.4% | +2.7% |
| 30D | +7.5% | +9.3% | -1.9% | +5.1% |
| 3M | +12.2% | -0.9% | +13.2% | +12.4% |
| 6M | +24.6% | +8.3% | +16.2% | +21.8% |
| YTD | +18.8% | +10.6% | +8.1% | +15.2% |
| 1Y | +19.3% | +10.5% | +8.8% | +15.6% |
| 3Y | +78.2% | +36.5% | +41.7% | +62.7% |
| All | +78.2% | +37.3% | +40.9% | +62.7% |
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 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