+179.5%
ECHO vs ESTC
+28.9%
+150.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +2.1% | +6.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | +6.7% | -8.1% | +14.8% | +8.2% |
| 3M | +12.4% | +20.2% | -7.8% | +8.2% |
| 6M | -20.4% | +72.7% | -93.2% | -28.2% |
| YTD | -6.9% | +19.6% | -26.6% | -11.5% |
| 1Y | +37.7% | +0.3% | +37.4% | +34.6% |
| 3Y | +902.9% | +22.8% | +880.1% | +827.3% |
| 5Y | +275.3% | -50.9% | +326.2% | +276.2% |
| All | +179.5% | +28.9% | +150.5% | +104.9% |
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