+283.1%
ECHO vs ECL
+647.8%
-364.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +12.4% | +7.8% | +4.5% | +8.0% |
| 6M | -20.4% | +21.3% | -41.7% | -28.3% |
| YTD | -6.9% | +17.8% | -24.7% | -15.1% |
| 1Y | +37.7% | +21.1% | +16.6% | +23.6% |
| 3Y | +902.9% | +80.1% | +822.8% | +638.6% |
| 5Y | +275.3% | +40.5% | +234.9% | +205.1% |
| 10Y | +159.0% | +197.7% | -38.7% | +39.4% |
| All | +283.1% | +647.8% | -364.7% | +14.4% |
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