+140.3%
ECHO vs EL
+60.4%
+79.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.5% |
| 7D | +9.1% | +2.7% | +6.5% | +8.4% |
| 30D | +7.2% | +10.8% | -3.6% | +3.6% |
| 3M | +6.1% | +26.5% | -20.4% | -2.3% |
| 6M | -24.2% | +31.1% | -55.3% | -31.5% |
| YTD | -9.7% | +6.6% | -16.4% | -14.3% |
| 1Y | +40.9% | +21.8% | +19.1% | +27.8% |
| 3Y | +883.3% | +1.8% | +881.5% | +790.0% |
| 5Y | +224.2% | -65.6% | +289.8% | +305.0% |
| All | +140.3% | +60.4% | +79.9% | +117.3% |
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