+188.4%
ECHO vs ED
+109.0%
+79.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.3% | -1.9% | +4.2% | +2.6% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -20.3% | 0.0% | -20.3% | -20.4% |
| 6M | -15.3% | -2.5% | -12.8% | -15.2% |
| YTD | -15.5% | +10.1% | -25.6% | -17.3% |
| 1Y | +15.0% | +13.6% | +1.4% | +11.7% |
| 3Y | +409.1% | +32.4% | +376.7% | +370.9% |
| 5Y | +260.6% | +69.9% | +190.8% | +216.5% |
| All | +188.4% | +109.0% | +79.4% | +162.8% |
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