+294.4%
ECHO vs ENB
+458.5%
-164.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.6% |
| 7D | +2.2% | -2.4% | +4.6% | +3.3% |
| 30D | +9.8% | +2.5% | +7.3% | +8.5% |
| 3M | +16.8% | -5.8% | +22.6% | +19.8% |
| 6M | -18.1% | -8.5% | -9.6% | -15.2% |
| YTD | -4.2% | +3.9% | -8.1% | -6.9% |
| 1Y | +41.2% | +3.7% | +37.5% | +37.1% |
| 3Y | +943.7% | +70.1% | +873.6% | +699.5% |
| 5Y | +277.5% | +53.2% | +224.3% | +201.4% |
| 10Y | +159.8% | +100.2% | +59.6% | +75.5% |
| All | +294.4% | +458.5% | -164.1% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling