+192.7%
ECHO vs ES
+85.1%
+107.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +8.6% | +1.4% | +7.2% | +8.2% |
| 30D | +3.8% | -1.2% | +4.9% | +4.0% |
| 3M | -19.9% | +5.0% | -24.9% | -21.0% |
| 6M | -12.1% | -2.8% | -9.2% | -11.7% |
| YTD | -14.1% | +8.6% | -22.6% | -16.3% |
| 1Y | +15.9% | +18.9% | -3.1% | +9.8% |
| 3Y | +417.8% | +32.1% | +385.7% | +372.6% |
| 5Y | +259.3% | -5.1% | +264.4% | +251.5% |
| 10Y | +192.7% | +84.2% | +108.6% | +172.0% |
| All | +192.7% | +85.1% | +107.6% | +172.0% |
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