+397.8%
ECHO vs ENB
+78.2%
+319.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +3.4% | -0.2% | +3.6% | +3.5% |
| 30D | +2.4% | -2.2% | +4.6% | +3.4% |
| 3M | -28.0% | -10.5% | -17.4% | -24.2% |
| 6M | -21.2% | -5.1% | -16.2% | -20.0% |
| YTD | -17.4% | +9.0% | -26.3% | -22.9% |
| 1Y | +33.6% | +8.2% | +25.4% | +24.8% |
| All | +397.8% | +78.2% | +319.6% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling