+251.0%
ECHO vs EOG
+179.2%
+71.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.4% |
| 7D | +5.3% | -1.3% | +6.6% | +5.5% |
| 30D | +2.4% | +3.4% | -0.9% | +1.8% |
| 3M | -21.8% | +7.8% | -29.6% | -23.1% |
| 6M | -16.9% | +13.4% | -30.3% | -19.5% |
| YTD | -16.0% | +43.5% | -59.5% | -22.7% |
| 1Y | +9.3% | +29.7% | -20.4% | +2.5% |
| 3Y | +406.2% | +23.2% | +383.0% | +374.5% |
| 5Y | +251.0% | +176.4% | +74.5% | +180.8% |
| All | +251.0% | +179.2% | +71.7% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling