+207.2%
ECHO vs EQX
+226.7%
-19.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.1% | +5.6% | +1.2% |
| 7D | +2.3% | -7.0% | +9.3% | +3.2% |
| 30D | +4.4% | +4.8% | -0.4% | +3.5% |
| 3M | -20.3% | +25.6% | -45.9% | -22.9% |
| 6M | -15.3% | -25.8% | +10.5% | -13.1% |
| YTD | -15.5% | -12.7% | -2.8% | -15.1% |
| 1Y | +15.0% | +14.1% | +0.9% | +11.8% |
| 3Y | +409.1% | +165.7% | +243.4% | +339.8% |
| 5Y | +260.6% | +81.2% | +179.4% | +212.6% |
| All | +207.2% | +226.7% | -19.5% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling