+9.3%
ECHO vs EL
+12.1%
-2.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.8% |
| 7D | +5.3% | -2.4% | +7.7% | +5.7% |
| 30D | +2.4% | +13.7% | -11.2% | +0.3% |
| 3M | -21.8% | +14.5% | -36.3% | -23.5% |
| 6M | -16.9% | +7.4% | -24.3% | -17.7% |
| YTD | -16.0% | -4.7% | -11.3% | -16.2% |
| 1Y | +9.3% | +12.9% | -3.7% | +6.9% |
| All | +9.3% | +12.1% | -2.8% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling