+33.6%
ECHO vs EME
+19.7%
+13.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +3.4% | +1.9% | +1.5% | +3.0% |
| 30D | +2.4% | -8.3% | +10.6% | +4.4% |
| 3M | -28.0% | -10.7% | -17.2% | -26.5% |
| 6M | -21.2% | +1.9% | -23.1% | -21.6% |
| YTD | -17.4% | +23.5% | -40.9% | -20.3% |
| 1Y | +33.6% | +18.0% | +15.6% | +29.1% |
| All | +33.6% | +19.7% | +13.9% | +29.1% |
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