+151.3%
ECHO vs ACWI
+227.3%
-76.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.0% | -3.1% |
| 7D | +3.6% | -0.7% | +4.3% | +4.7% |
| 30D | +7.5% | -2.0% | +9.5% | +10.2% |
| 3M | +16.2% | -2.2% | +18.3% | +19.5% |
| 6M | -20.9% | +1.9% | -22.7% | -21.7% |
| YTD | -6.0% | +12.0% | -18.0% | -15.6% |
| 1Y | +43.4% | +12.5% | +30.9% | +28.0% |
| 3Y | +924.0% | +75.4% | +848.7% | +498.7% |
| 5Y | +249.6% | +61.5% | +188.1% | +120.8% |
| 10Y | +151.3% | +227.1% | -75.8% | -14.0% |
| All | +151.3% | +227.3% | -76.1% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling