+293.5%
ECHO vs EOSE
-60.6%
+354.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +3.7% | +1.8% | +1.9% | +3.6% |
| 30D | +0.7% | -6.8% | +7.5% | +0.9% |
| 3M | -27.3% | -36.3% | +9.0% | -25.6% |
| 6M | -17.0% | -38.8% | +21.8% | -15.7% |
| YTD | -14.3% | -65.5% | +51.2% | -10.6% |
| 1Y | +20.9% | -45.3% | +66.2% | +21.2% |
| 3Y | +423.0% | +44.2% | +378.8% | +378.7% |
| 5Y | +265.7% | -69.5% | +335.2% | +236.8% |
| All | +293.5% | -60.6% | +354.1% | +290.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling