+192.5%
ECHO vs ENB
+92.6%
+99.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +3.7% | -4.7% | +8.4% | +5.9% |
| 30D | +0.7% | -5.9% | +6.6% | +3.4% |
| 3M | -27.3% | -14.2% | -13.1% | -22.2% |
| 6M | -17.0% | -8.6% | -8.4% | -14.1% |
| YTD | -14.3% | +3.9% | -18.2% | -16.8% |
| 1Y | +20.9% | +1.8% | +19.1% | +18.3% |
| 3Y | +423.0% | +68.5% | +354.5% | +299.6% |
| 5Y | +265.7% | +62.4% | +203.3% | +181.8% |
| All | +192.5% | +92.6% | +99.9% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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