+33.6%
ECHO vs DE
+49.4%
-15.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.4% | +10.0% | -6.6% | +2.2% |
| 30D | +2.4% | +13.3% | -11.0% | +0.8% |
| 3M | -28.0% | +17.5% | -45.5% | -29.6% |
| 6M | -21.2% | +13.6% | -34.8% | -23.2% |
| YTD | -17.4% | +49.8% | -67.2% | -20.8% |
| 1Y | +33.6% | +47.9% | -14.3% | +31.5% |
| All | +33.6% | +49.4% | -15.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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