+278.6%
ECHO vs EAT
+1,356.4%
-1,077.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +5.7% | -4.0% | +9.7% | +6.5% |
| 30D | +13.8% | -2.9% | +16.7% | +14.0% |
| 3M | +9.1% | -16.9% | +26.0% | +12.6% |
| 6M | -24.9% | +57.0% | -81.9% | -33.4% |
| YTD | -8.0% | +38.2% | -46.2% | -16.8% |
| 1Y | +42.9% | +69.3% | -26.4% | +22.9% |
| 3Y | +926.7% | +483.0% | +443.7% | +560.9% |
| 5Y | +230.4% | +364.1% | -133.8% | +113.4% |
| 10Y | +145.9% | +320.8% | -174.9% | +38.4% |
| All | +278.6% | +1,356.4% | -1,077.8% | +53.1% |
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