+152.2%
ECHO vs ESTC
+23.7%
+128.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.9% |
| 7D | +5.3% | -3.3% | +8.7% | +5.9% |
| 30D | +2.4% | +13.4% | -11.0% | -0.3% |
| 3M | -21.8% | +41.3% | -63.1% | -26.8% |
| 6M | -16.9% | +62.6% | -79.5% | -24.5% |
| YTD | -16.0% | +14.8% | -30.8% | -19.5% |
| 1Y | +9.3% | -5.1% | +14.3% | +7.8% |
| 3Y | +406.2% | +11.2% | +395.1% | +374.9% |
| 5Y | +251.0% | -47.0% | +297.9% | +247.8% |
| All | +152.2% | +23.7% | +128.5% | +86.4% |
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