+277.5%
ECHO vs EAT
+342.4%
-64.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.1% | +3.9% |
| 7D | +2.2% | -5.9% | +8.1% | +3.4% |
| 30D | +9.8% | +0.7% | +9.2% | +9.0% |
| 3M | +16.8% | -14.2% | +31.1% | +20.0% |
| 6M | -18.1% | +40.7% | -58.8% | -26.6% |
| YTD | -4.2% | +36.0% | -40.2% | -14.2% |
| 1Y | +41.2% | +83.1% | -41.8% | +15.8% |
| 3Y | +943.7% | +474.8% | +468.9% | +553.7% |
| 5Y | +277.5% | +347.6% | -70.1% | +148.0% |
| All | +277.5% | +342.4% | -64.9% | +148.0% |
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