+144.9%
ECHO vs ACWI
+224.5%
-79.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | +5.7% | +2.4% | +3.2% | +3.0% |
| 30D | +13.8% | -1.7% | +15.5% | +16.3% |
| 3M | +9.1% | -3.9% | +13.0% | +14.5% |
| 6M | -24.9% | +0.8% | -25.7% | -24.9% |
| YTD | -8.0% | +11.0% | -19.0% | -16.7% |
| 1Y | +42.9% | +13.1% | +29.8% | +27.1% |
| 3Y | +926.7% | +73.9% | +852.8% | +506.0% |
| 5Y | +230.4% | +59.0% | +171.3% | +112.0% |
| All | +144.9% | +224.5% | -79.6% | -15.4% |
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