+42.9%
ECHO vs EAT
+75.7%
-32.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +5.7% | -4.0% | +9.7% | +5.8% |
| 30D | +13.8% | -2.9% | +16.7% | +14.0% |
| 3M | +9.1% | -16.9% | +26.0% | +10.0% |
| 6M | -24.9% | +57.0% | -81.9% | -28.4% |
| YTD | -8.0% | +38.2% | -46.2% | -8.1% |
| 1Y | +42.9% | +69.3% | -26.4% | +49.8% |
| All | +42.9% | +75.7% | -32.8% | +49.8% |
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