+283.1%
ECHO vs ED
+421.9%
-138.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.1% | +7.0% |
| 7D | +3.0% | -0.1% | +3.1% | +2.9% |
| 30D | +6.7% | +11.6% | -4.9% | +3.5% |
| 3M | +12.4% | +10.5% | +1.8% | +9.2% |
| 6M | -20.4% | +13.2% | -33.6% | -23.4% |
| YTD | -6.9% | +22.1% | -29.0% | -12.5% |
| 1Y | +37.7% | +24.2% | +13.6% | +28.6% |
| 3Y | +902.9% | +46.9% | +856.0% | +775.8% |
| 5Y | +275.3% | +80.8% | +194.5% | +205.2% |
| 10Y | +159.0% | +134.3% | +24.8% | +83.5% |
| All | +283.1% | +421.9% | -138.7% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling