+294.7%
ECHO vs EOSE
-57.1%
+351.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +10.8% | -6.8% | +3.3% |
| 7D | +8.6% | +41.4% | -32.9% | +5.8% |
| 30D | +3.8% | +3.6% | +0.1% | +3.2% |
| 3M | -19.9% | -35.7% | +15.8% | -18.1% |
| 6M | -12.1% | -29.9% | +17.8% | -11.6% |
| YTD | -14.1% | -62.5% | +48.4% | -10.9% |
| 1Y | +15.9% | -37.4% | +53.3% | +15.0% |
| 3Y | +417.8% | +55.8% | +362.1% | +371.3% |
| 5Y | +259.3% | -67.8% | +327.1% | +229.4% |
| All | +294.7% | -57.1% | +351.8% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling