+240.0%
ECHO vs EMB
+131.5%
+108.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +2.4% | -0.3% | +2.7% | +2.6% |
| 3M | -28.0% | -0.4% | -27.5% | -27.5% |
| 6M | -21.2% | +0.1% | -21.4% | -21.0% |
| YTD | -17.4% | +1.6% | -19.0% | -18.2% |
| 1Y | +33.6% | +5.6% | +28.0% | +28.1% |
| 3Y | +419.7% | +29.8% | +389.8% | +328.9% |
| 5Y | +241.7% | +7.3% | +234.4% | +222.0% |
| 10Y | +180.8% | +30.4% | +150.3% | +133.7% |
| All | +240.0% | +131.5% | +108.5% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling