+33.6%
ECHO vs EOSE
-49.1%
+82.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.8% | -1.0% |
| 7D | +3.4% | +19.0% | -15.6% | +1.6% |
| 30D | +2.4% | +1.6% | +0.8% | +1.9% |
| 3M | -28.0% | -52.0% | +24.0% | -25.0% |
| 6M | -21.2% | -42.5% | +21.3% | -19.5% |
| YTD | -17.4% | -66.1% | +48.8% | -11.8% |
| 1Y | +33.6% | -47.1% | +80.7% | +79.0% |
| All | +33.6% | -49.1% | +82.7% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling