+415.7%
ECHO vs ET
+97.8%
+317.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.5% |
| 30D | +4.4% | +4.6% | -0.2% | +1.8% |
| 3M | -20.3% | +16.0% | -36.3% | -27.1% |
| 6M | -15.3% | +22.8% | -38.2% | -25.9% |
| YTD | -15.5% | +38.9% | -54.4% | -32.1% |
| 1Y | +15.0% | +34.1% | -19.1% | -5.7% |
| All | +415.7% | +97.8% | +317.9% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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