+159.8%
ECHO vs EL
+60.9%
+98.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +2.2% | +7.6% | -5.5% | 0.0% |
| 30D | +9.8% | +15.7% | -5.9% | +4.7% |
| 3M | +16.8% | +30.5% | -13.7% | +6.5% |
| 6M | -18.1% | +32.5% | -50.6% | -26.3% |
| YTD | -4.2% | +9.4% | -13.6% | -9.8% |
| 1Y | +41.2% | +28.4% | +12.9% | +25.9% |
| 3Y | +943.7% | +4.4% | +939.2% | +837.0% |
| 5Y | +277.5% | -64.5% | +342.0% | +367.0% |
| 10Y | +159.8% | +64.9% | +94.9% | +134.4% |
| All | +159.8% | +60.9% | +98.9% | +134.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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