+260.6%
ECHO vs EOSE
-70.2%
+330.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.4% | +0.9% |
| 7D | +2.3% | +14.0% | -11.7% | +1.2% |
| 30D | +4.4% | -5.9% | +10.3% | +4.5% |
| 3M | -20.3% | -34.3% | +14.0% | -18.5% |
| 6M | -15.3% | -37.8% | +22.4% | -14.1% |
| YTD | -15.5% | -65.2% | +49.7% | -11.7% |
| 1Y | +15.0% | -41.9% | +56.9% | +14.7% |
| 3Y | +409.1% | +44.6% | +364.6% | +365.4% |
| 5Y | +260.6% | -69.2% | +329.8% | +255.5% |
| All | +260.6% | -70.2% | +330.8% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling