+240.0%
ECHO vs EL
+503.9%
-263.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | +2.4% | +19.8% | -17.5% | -4.5% |
| 3M | -28.0% | +25.7% | -53.7% | -34.0% |
| 6M | -21.2% | +5.4% | -26.7% | -24.3% |
| YTD | -17.4% | +0.2% | -17.6% | -20.2% |
| 1Y | +33.6% | +20.4% | +13.2% | +20.0% |
| 3Y | +419.7% | -32.1% | +451.8% | +435.3% |
| 5Y | +241.7% | -67.2% | +308.9% | +340.8% |
| 10Y | +180.8% | +31.7% | +149.0% | +105.6% |
| All | +240.0% | +503.9% | -263.9% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling