+188.4%
ECHO vs EOG
+121.2%
+67.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +4.4% | +2.8% | +1.6% | +3.5% |
| 3M | -20.3% | +5.9% | -26.2% | -22.1% |
| 6M | -15.3% | +17.1% | -32.4% | -20.0% |
| YTD | -15.5% | +43.9% | -59.4% | -25.0% |
| 1Y | +15.0% | +26.9% | -11.9% | +5.6% |
| 3Y | +409.1% | +23.6% | +385.6% | +365.0% |
| 5Y | +260.6% | +178.1% | +82.5% | +144.5% |
| All | +188.4% | +121.2% | +67.2% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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