+240.0%
ECHO vs ES
+336.5%
-96.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +2.4% | -2.0% | +4.3% | +3.0% |
| 3M | -28.0% | +1.7% | -29.6% | -28.6% |
| 6M | -21.2% | -3.5% | -17.7% | -20.7% |
| YTD | -17.4% | +7.9% | -25.3% | -20.0% |
| 1Y | +33.6% | +17.2% | +16.4% | +25.1% |
| 3Y | +419.7% | +29.3% | +390.4% | +363.1% |
| 5Y | +241.7% | -5.7% | +247.5% | +235.7% |
| 10Y | +180.8% | +85.2% | +95.5% | +99.1% |
| All | +240.0% | +336.5% | -96.5% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling