+192.5%
ECHO vs DTE
+137.8%
+54.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +3.7% | -2.6% | +6.3% | +4.9% |
| 30D | +0.7% | -4.4% | +5.1% | +2.7% |
| 3M | -27.3% | -8.3% | -19.0% | -24.7% |
| 6M | -17.0% | -8.1% | -8.9% | -14.5% |
| YTD | -14.3% | +4.4% | -18.7% | -16.8% |
| 1Y | +20.9% | +0.2% | +20.7% | +19.3% |
| 3Y | +423.0% | +42.6% | +380.4% | +333.9% |
| 5Y | +265.7% | +31.5% | +234.2% | +210.7% |
| All | +192.5% | +137.8% | +54.6% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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