+294.4%
ECHO vs EAT
+1,333.1%
-1,038.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.1% | +3.8% |
| 7D | +2.2% | -5.9% | +8.1% | +3.4% |
| 30D | +9.8% | +0.7% | +9.2% | +9.1% |
| 3M | +16.8% | -14.2% | +31.1% | +19.7% |
| 6M | -18.1% | +40.7% | -58.8% | -25.6% |
| YTD | -4.2% | +36.0% | -40.2% | -13.0% |
| 1Y | +41.2% | +83.1% | -41.8% | +19.2% |
| 3Y | +943.7% | +474.8% | +468.9% | +573.9% |
| 5Y | +277.5% | +347.6% | -70.1% | +145.7% |
| 10Y | +159.8% | +321.5% | -161.8% | +46.3% |
| All | +294.4% | +1,333.1% | -1,038.7% | +60.0% |
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 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