+259.3%
ECHO vs EL
-67.4%
+326.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +4.6% |
| 7D | +8.6% | +1.7% | +6.9% | +8.0% |
| 30D | +3.8% | +15.5% | -11.7% | -1.0% |
| 3M | -19.9% | +20.6% | -40.4% | -24.6% |
| 6M | -12.1% | +10.5% | -22.5% | -15.9% |
| YTD | -14.1% | -1.9% | -12.2% | -15.8% |
| 1Y | +15.9% | +16.1% | -0.2% | +7.1% |
| 3Y | +417.8% | -30.2% | +448.1% | +415.4% |
| 5Y | +259.3% | -67.4% | +326.7% | +324.8% |
| All | +259.3% | -67.4% | +326.7% | +324.8% |
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