+267.1%
ECHO vs ACWI
+356.8%
-89.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | +2.4% | +0.9% | +1.5% | +1.7% |
| 3M | -28.0% | +2.4% | -30.3% | -29.1% |
| 6M | -21.2% | +12.4% | -33.6% | -28.4% |
| YTD | -17.4% | +15.2% | -32.5% | -26.4% |
| 1Y | +33.6% | +22.7% | +10.9% | +12.7% |
| 3Y | +419.7% | +75.8% | +343.9% | +231.3% |
| 5Y | +241.7% | +67.7% | +174.0% | +125.7% |
| 10Y | +180.8% | +229.0% | -48.2% | +10.1% |
| All | +267.1% | +356.8% | -89.8% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling