+240.0%
ECHO vs ECL
+579.1%
-339.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | -2.6% | +6.0% | +4.7% |
| 30D | +2.4% | -2.2% | +4.5% | +3.3% |
| 3M | -28.0% | +10.1% | -38.1% | -31.7% |
| 6M | -21.2% | -5.7% | -15.5% | -19.6% |
| YTD | -17.4% | +7.0% | -24.3% | -21.0% |
| 1Y | +33.6% | +2.7% | +30.9% | +30.0% |
| 3Y | +419.7% | +57.7% | +362.0% | +308.6% |
| 5Y | +241.7% | +31.1% | +210.6% | +186.8% |
| 10Y | +180.8% | +150.9% | +29.9% | +64.6% |
| All | +240.0% | +579.1% | -339.1% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling