+34.2%
ECHO vs ECL
+23.8%
+10.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.4% | -6.6% | -3.6% |
| 7D | +4.6% | +7.7% | -3.1% | +3.6% |
| 30D | +0.4% | +13.7% | -13.3% | -1.4% |
| 3M | +7.7% | +11.6% | -3.9% | +5.9% |
| 6M | -18.0% | +23.9% | -42.0% | -21.5% |
| YTD | -9.3% | +21.0% | -30.2% | -13.1% |
| 1Y | +34.2% | +23.1% | +11.1% | +26.3% |
| All | +34.2% | +23.8% | +10.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling