+259.8%
ECHO vs EQX
+83.7%
+176.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +3.7% | -3.2% | +6.9% | +4.2% |
| 30D | +0.7% | +7.8% | -7.1% | -0.6% |
| 3M | -27.3% | +21.3% | -48.6% | -29.6% |
| 6M | -17.0% | -22.4% | +5.4% | -15.1% |
| YTD | -14.3% | -11.3% | -3.0% | -14.1% |
| 1Y | +20.9% | +13.5% | +7.4% | +17.5% |
| 3Y | +423.0% | +162.1% | +260.8% | +349.2% |
| All | +259.8% | +83.7% | +176.1% | +223.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling