+34.2%
ECHO vs EME
-3.1%
+37.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.4% | -0.3% |
| 7D | +4.6% | -5.8% | +10.4% | +6.5% |
| 30D | +0.4% | -17.9% | +18.3% | +6.4% |
| 3M | +7.7% | -22.0% | +29.7% | +15.5% |
| 6M | -18.0% | -29.7% | +11.6% | -10.4% |
| YTD | -9.3% | +4.7% | -14.0% | -9.4% |
| 1Y | +34.2% | -2.1% | +36.3% | +37.0% |
| All | +34.2% | -3.1% | +37.3% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling