+188.4%
ECHO vs DE
+867.0%
-678.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +2.3% | -2.4% | +4.7% | +3.4% |
| 30D | +4.4% | +9.7% | -5.3% | -0.4% |
| 3M | -20.3% | +21.4% | -41.7% | -27.9% |
| 6M | -15.3% | +15.0% | -30.4% | -21.8% |
| YTD | -15.5% | +46.4% | -61.9% | -31.0% |
| 1Y | +15.0% | +45.6% | -30.7% | -6.6% |
| 3Y | +409.1% | +76.8% | +332.4% | +278.7% |
| 5Y | +260.6% | +99.4% | +161.2% | +145.2% |
| All | +188.4% | +867.0% | -678.6% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling