+151.3%
ECHO vs ED
+141.1%
+10.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.6% | -0.9% | +4.6% | +3.7% |
| 30D | +7.5% | +11.2% | -3.7% | +5.6% |
| 3M | +16.2% | +11.8% | +4.4% | +14.0% |
| 6M | -20.9% | +14.1% | -35.0% | -22.8% |
| YTD | -6.0% | +23.0% | -28.9% | -9.7% |
| 1Y | +43.4% | +23.7% | +19.7% | +37.4% |
| 3Y | +924.0% | +47.7% | +876.3% | +827.7% |
| 5Y | +249.6% | +82.6% | +167.0% | +202.1% |
| 10Y | +151.3% | +141.8% | +9.5% | +125.6% |
| All | +151.3% | +141.1% | +10.2% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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