+245.8%
ECHO vs DTE
+640.4%
-394.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.9% |
| 7D | +5.3% | 0.0% | +5.3% | +5.4% |
| 30D | +2.4% | -0.5% | +3.0% | +2.7% |
| 3M | -21.8% | -6.0% | -15.8% | -19.9% |
| 6M | -16.9% | -7.2% | -9.7% | -14.7% |
| YTD | -16.0% | +7.2% | -23.2% | -19.3% |
| 1Y | +9.3% | +4.1% | +5.2% | +6.2% |
| 3Y | +406.2% | +46.9% | +359.3% | +317.6% |
| 5Y | +251.0% | +32.9% | +218.1% | +198.9% |
| 10Y | +191.3% | +144.5% | +46.8% | +81.9% |
| All | +245.8% | +640.4% | -394.6% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling