+412.3%
ECHO vs ED
+35.7%
+376.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | -0.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +2.4% | -0.1% | +2.5% | +2.4% |
| 3M | -28.0% | +3.9% | -31.9% | -27.7% |
| 6M | -21.2% | -3.0% | -18.2% | -21.1% |
| YTD | -17.4% | +10.7% | -28.1% | -17.1% |
| 1Y | +33.6% | +13.3% | +20.2% | +33.7% |
| All | +412.3% | +35.7% | +376.5% | +345.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling