+159.8%
ECHO vs EMB
+31.5%
+128.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.7% |
| 7D | +2.2% | +0.5% | +1.7% | +1.6% |
| 30D | +9.8% | +0.9% | +8.9% | +8.6% |
| 3M | +16.8% | -2.1% | +18.9% | +20.0% |
| 6M | -18.1% | -2.2% | -15.9% | -15.6% |
| YTD | -4.2% | -0.6% | -3.6% | -2.9% |
| 1Y | +41.2% | +0.2% | +41.0% | +41.7% |
| 3Y | +943.7% | +29.5% | +914.2% | +688.7% |
| 5Y | +277.5% | +8.0% | +269.5% | +248.5% |
| 10Y | +159.8% | +35.3% | +124.4% | +109.4% |
| All | +159.8% | +31.5% | +128.2% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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