+43.4%
ECHO vs ED
+24.8%
+18.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +3.6% | -0.9% | +4.6% | +3.1% |
| 30D | +7.5% | +11.2% | -3.7% | +14.5% |
| 3M | +16.2% | +11.8% | +4.4% | +24.1% |
| 6M | -20.9% | +14.1% | -35.0% | -14.0% |
| YTD | -6.0% | +23.0% | -28.9% | +11.3% |
| 1Y | +43.4% | +23.7% | +19.7% | +70.7% |
| All | +43.4% | +24.8% | +18.5% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling