+424.5%
ECHO vs DE
+75.9%
+348.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.9% | +4.9% |
| 7D | +8.6% | +0.7% | +7.9% | +8.1% |
| 30D | +3.8% | +9.6% | -5.9% | -1.3% |
| 3M | -19.9% | +19.0% | -38.9% | -27.6% |
| 6M | -12.1% | +16.1% | -28.1% | -19.9% |
| YTD | -14.1% | +47.0% | -61.1% | -33.9% |
| 1Y | +15.9% | +43.1% | -27.3% | -10.2% |
| All | +424.5% | +75.9% | +348.6% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling