+41.2%
ECHO vs ACWI
+12.3%
+28.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.7% |
| 7D | +2.2% | -0.2% | +2.3% | +2.7% |
| 30D | +9.8% | -3.3% | +13.1% | +16.0% |
| 3M | +16.8% | -3.4% | +20.2% | +23.8% |
| 6M | -18.1% | +0.8% | -18.9% | -17.8% |
| YTD | -4.2% | +10.7% | -14.9% | -12.3% |
| 1Y | +41.2% | +11.6% | +29.6% | +27.9% |
| All | +41.2% | +12.3% | +28.9% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling