+192.5%
ECHO vs EME
+1,362.1%
-1,169.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.6% |
| 7D | +3.7% | +3.5% | +0.2% | +2.1% |
| 30D | +0.7% | -6.3% | +7.0% | +3.5% |
| 3M | -27.3% | -3.8% | -23.6% | -27.1% |
| 6M | -17.0% | +8.5% | -25.5% | -21.6% |
| YTD | -14.3% | +27.8% | -42.1% | -26.0% |
| 1Y | +20.9% | +22.2% | -1.3% | +4.5% |
| 3Y | +423.0% | +253.5% | +169.5% | +151.4% |
| 5Y | +265.7% | +578.6% | -312.9% | +24.8% |
| All | +192.5% | +1,362.1% | -1,169.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling