+12,638.7%
ECL vs TROW
+13,984.0%
-1,345.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -1.1% | -3.2% | +2.1% | -0.2% |
| 30D | -0.8% | -4.6% | +3.8% | +0.5% |
| 3M | +5.0% | -0.7% | +5.7% | +5.1% |
| 6M | +0.2% | +22.2% | -22.0% | -5.3% |
| YTD | +5.8% | +6.6% | -0.9% | +3.4% |
| 1Y | +1.5% | +5.8% | -4.3% | -0.6% |
| 3Y | +55.0% | +11.6% | +43.4% | +47.3% |
| 5Y | +29.3% | -38.9% | +68.2% | +42.7% |
| 10Y | +159.3% | +128.5% | +30.8% | +103.7% |
| All | +12,638.7% | +13,984.0% | -1,345.4% | +5,078.0% |
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