+191.3%
ECHO vs ECL
+149.7%
+41.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.2% |
| 7D | +5.3% | -2.7% | +8.1% | +6.7% |
| 30D | +2.4% | -4.3% | +6.7% | +4.4% |
| 3M | -21.8% | +3.2% | -25.0% | -23.4% |
| 6M | -16.9% | -2.9% | -14.0% | -16.4% |
| YTD | -16.0% | +4.3% | -20.2% | -18.6% |
| 1Y | +9.3% | +1.6% | +7.6% | +6.8% |
| 3Y | +406.2% | +54.3% | +351.9% | +304.3% |
| 5Y | +251.0% | +26.5% | +224.5% | +201.2% |
| 10Y | +191.3% | +155.6% | +35.7% | +69.2% |
| All | +191.3% | +149.7% | +41.6% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling