+412.3%
ECHO vs ESTC
+18.2%
+394.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | +3.4% | -8.1% | +11.5% | +5.2% |
| 30D | +2.4% | +31.7% | -29.3% | -4.7% |
| 3M | -28.0% | +41.1% | -69.0% | -34.1% |
| 6M | -21.2% | +77.1% | -98.3% | -32.4% |
| YTD | -17.4% | +21.7% | -39.1% | -22.5% |
| 1Y | +33.6% | +8.4% | +25.2% | +28.7% |
| All | +412.3% | +18.2% | +394.0% | +352.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling