+251.0%
ECHO vs EL
-65.9%
+316.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -3.1% | +16.5% | -19.7% | -7.5% |
| 3M | +8.7% | +29.2% | -20.5% | 0.0% |
| 6M | -24.8% | +27.9% | -52.7% | -31.0% |
| YTD | -13.0% | +6.2% | -19.1% | -16.9% |
| 1Y | +33.9% | +27.2% | +6.8% | +20.6% |
| 3Y | +791.8% | +3.2% | +788.6% | +703.5% |
| All | +251.0% | -65.9% | +316.9% | +308.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling