+259.3%
ECHO vs ESTC
-47.2%
+306.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +4.7% |
| 7D | +8.6% | -4.3% | +12.9% | +9.3% |
| 30D | +3.8% | +17.7% | -14.0% | +0.2% |
| 3M | -19.9% | +42.3% | -62.2% | -25.4% |
| 6M | -12.1% | +64.6% | -76.6% | -20.7% |
| YTD | -14.1% | +17.2% | -31.3% | -18.0% |
| 1Y | +15.9% | -4.2% | +20.1% | +14.2% |
| 3Y | +417.8% | +13.5% | +404.3% | +385.8% |
| 5Y | +259.3% | -45.5% | +304.8% | +243.7% |
| All | +259.3% | -47.2% | +306.5% | +243.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling