+241.6%
ECHO vs ECL
+31.2%
+210.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | -2.6% | +6.0% | +4.6% |
| 30D | +2.4% | -2.2% | +4.5% | +3.2% |
| 3M | -28.0% | +10.1% | -38.1% | -31.5% |
| 6M | -21.2% | -5.7% | -15.5% | -19.5% |
| YTD | -17.4% | +7.0% | -24.3% | -20.9% |
| 1Y | +33.6% | +2.7% | +30.9% | +30.2% |
| 3Y | +419.7% | +57.7% | +362.0% | +317.5% |
| All | +241.6% | +31.2% | +210.4% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling