+278.6%
ECHO vs EME
+2,927.5%
-2,648.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.7% | +8.4% | -2.7% | +2.2% |
| 30D | +13.8% | -11.5% | +25.3% | +19.7% |
| 3M | +9.1% | -20.6% | +29.7% | +19.5% |
| 6M | -24.9% | -28.5% | +3.5% | -15.1% |
| YTD | -8.0% | +8.0% | -16.0% | -13.2% |
| 1Y | +42.9% | +6.8% | +36.1% | +35.2% |
| 3Y | +926.7% | +213.9% | +712.8% | +491.7% |
| 5Y | +230.4% | +414.8% | -184.4% | +54.1% |
| 10Y | +145.9% | +916.9% | -771.1% | -16.1% |
| All | +278.6% | +2,927.5% | -2,648.9% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling