+258.3%
ECHO vs ES
+334.1%
-75.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +6.2% |
| 7D | -2.4% | +1.9% | -4.3% | -3.2% |
| 30D | -3.1% | +7.1% | -10.2% | -5.7% |
| 3M | +8.7% | -1.9% | +10.7% | +9.0% |
| 6M | -24.8% | +4.4% | -29.1% | -26.4% |
| YTD | -13.0% | +7.3% | -20.3% | -15.9% |
| 1Y | +33.9% | +2.1% | +31.8% | +31.1% |
| 3Y | +791.8% | +41.8% | +750.0% | +670.9% |
| 5Y | +261.7% | +1.4% | +260.3% | +245.4% |
| 10Y | +157.3% | +86.8% | +70.5% | +81.2% |
| All | +258.3% | +334.1% | -75.9% | +33.4% |
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 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