+902.9%
ECHO vs ECL
+78.6%
+824.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +4.9% | +6.0% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | +6.7% | +8.8% | -2.1% | +2.6% |
| 3M | +12.4% | +7.8% | +4.5% | +8.3% |
| 6M | -20.4% | +21.3% | -41.7% | -28.4% |
| YTD | -6.9% | +17.8% | -24.7% | -15.4% |
| 1Y | +37.7% | +21.1% | +16.6% | +22.7% |
| 3Y | +902.9% | +80.1% | +822.8% | +659.1% |
| All | +902.9% | +78.6% | +824.3% | +659.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling