+907.5%
ECHO vs ES
+52.1%
+855.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.8% | -4.2% |
| 7D | +9.1% | -1.1% | +10.2% | +9.4% |
| 30D | +7.2% | +8.2% | -1.0% | +4.3% |
| 3M | +6.1% | +0.6% | +5.5% | +5.6% |
| 6M | -24.2% | +6.0% | -30.1% | -26.1% |
| YTD | -9.7% | +9.3% | -19.1% | -13.3% |
| 1Y | +40.9% | +1.1% | +39.8% | +38.6% |
| All | +907.5% | +52.1% | +855.4% | +716.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling