+259.3%
ECHO vs ED
+71.7%
+187.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.9% |
| 7D | +8.6% | +0.5% | +8.0% | +8.5% |
| 30D | +3.8% | +1.1% | +2.7% | +3.6% |
| 3M | -19.9% | +4.6% | -24.5% | -20.4% |
| 6M | -12.1% | -2.0% | -10.1% | -11.9% |
| YTD | -14.1% | +11.7% | -25.8% | -15.9% |
| 1Y | +15.9% | +15.7% | +0.1% | +12.4% |
| 3Y | +417.8% | +34.4% | +383.5% | +362.3% |
| 5Y | +259.3% | +67.3% | +192.0% | +192.2% |
| All | +259.3% | +71.7% | +187.6% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling