+14,202.8%
ECL vs TROW
+14,513.4%
-310.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.9% |
| 3M | +12.2% | -0.9% | +13.2% | +12.4% |
| 6M | +24.6% | +8.3% | +16.2% | +21.5% |
| YTD | +18.8% | +10.6% | +8.1% | +14.9% |
| 1Y | +19.3% | +10.5% | +8.8% | +15.4% |
| 3Y | +78.2% | +36.5% | +41.7% | +60.2% |
| 5Y | +38.8% | -37.1% | +75.9% | +52.0% |
| 10Y | +197.8% | +125.2% | +72.7% | +134.5% |
| All | +14,202.8% | +14,513.4% | -310.6% | +5,650.7% |
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