+34.2%
ECHO vs EQX
+7.1%
+27.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +12.8% | -16.1% | -6.4% |
| 7D | +4.6% | +7.6% | -3.1% | +2.4% |
| 30D | +0.4% | +0.4% | 0.0% | +0.1% |
| 3M | +7.7% | +18.0% | -10.3% | +1.1% |
| 6M | -18.0% | -18.4% | +0.3% | -15.8% |
| YTD | -9.3% | -19.3% | +10.1% | -5.3% |
| 1Y | +34.2% | +9.2% | +25.0% | +35.8% |
| All | +34.2% | +7.1% | +27.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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