+259.0%
ECHO vs EAT
+324.5%
-65.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +4.8% |
| 7D | +8.6% | -4.9% | +13.5% | +9.8% |
| 30D | +3.8% | -1.2% | +5.0% | +3.8% |
| 3M | -19.9% | +52.2% | -72.1% | -28.4% |
| 6M | -12.1% | +65.0% | -77.1% | -23.9% |
| YTD | -14.1% | +55.0% | -69.1% | -24.6% |
| 1Y | +15.9% | +42.1% | -26.2% | +3.3% |
| 3Y | +417.8% | +614.7% | -196.9% | +216.6% |
| All | +259.0% | +324.5% | -65.5% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling