+182.3%
ECHO vs ESTC
+24.7%
+157.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.6% | -2.6% | +6.3% | +4.2% |
| 30D | +7.5% | -8.6% | +16.1% | +9.0% |
| 3M | +16.2% | +14.4% | +1.8% | +12.8% |
| 6M | -20.9% | +73.3% | -94.2% | -28.6% |
| YTD | -6.0% | +15.7% | -21.7% | -10.1% |
| 1Y | +43.4% | -7.6% | +51.0% | +42.1% |
| 3Y | +924.0% | +14.6% | +909.5% | +856.7% |
| 5Y | +249.6% | -50.0% | +299.7% | +249.9% |
| All | +182.3% | +24.7% | +157.5% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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