+34.2%
ECHO vs EAT
+109.8%
-75.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.3% | -9.5% | -3.4% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +0.4% | +13.5% | -13.1% | -0.1% |
| 3M | +7.7% | +1.0% | +6.7% | +7.6% |
| 6M | -18.0% | +57.3% | -75.3% | -20.8% |
| YTD | -9.3% | +53.6% | -62.9% | -9.7% |
| 1Y | +34.2% | +110.8% | -76.6% | +29.2% |
| All | +34.2% | +109.8% | -75.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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