+144.9%
ECHO vs ES
+98.2%
+46.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.7% |
| 7D | +5.7% | +2.7% | +3.0% | +5.0% |
| 30D | +13.8% | +7.6% | +6.2% | +11.4% |
| 3M | +9.1% | +0.5% | +8.6% | +8.6% |
| 6M | -24.9% | +7.6% | -32.5% | -26.8% |
| YTD | -8.0% | +10.2% | -18.2% | -11.0% |
| 1Y | +42.9% | +1.8% | +41.1% | +40.8% |
| 3Y | +926.7% | +55.4% | +871.3% | +801.3% |
| 5Y | +230.4% | +7.3% | +223.0% | +214.1% |
| All | +144.9% | +98.2% | +46.7% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling