+33.6%
ECHO vs ES
+16.6%
+17.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | +2.4% | -2.0% | +4.3% | +2.6% |
| 3M | -28.0% | +1.7% | -29.6% | -28.2% |
| 6M | -21.2% | -3.5% | -17.7% | -20.4% |
| YTD | -17.4% | +7.9% | -25.3% | -19.1% |
| 1Y | +33.6% | +17.2% | +16.4% | +34.9% |
| All | +33.6% | +16.6% | +17.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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