+240.0%
ECHO vs EAT
+1,590.6%
-1,350.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +2.4% | +1.9% | +0.5% | +1.8% |
| 3M | -28.0% | +68.7% | -96.6% | -36.4% |
| 6M | -21.2% | +66.9% | -88.1% | -31.0% |
| YTD | -17.4% | +60.4% | -77.8% | -27.2% |
| 1Y | +33.6% | +44.0% | -10.4% | +19.7% |
| 3Y | +419.7% | +604.7% | -185.0% | +223.1% |
| 5Y | +241.7% | +347.0% | -105.3% | +123.0% |
| 10Y | +180.8% | +390.8% | -210.0% | +53.9% |
| All | +240.0% | +1,590.6% | -1,350.6% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling