+253.7%
ECHO vs ET
+846.5%
-592.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | +3.8% | +6.9% | -3.1% | +1.9% |
| 3M | -19.9% | +13.1% | -33.0% | -22.6% |
| 6M | -12.1% | +18.7% | -30.8% | -16.3% |
| YTD | -14.1% | +37.4% | -51.5% | -21.2% |
| 1Y | +15.9% | +34.8% | -19.0% | +6.5% |
| 3Y | +417.8% | +96.8% | +321.0% | +335.1% |
| 5Y | +259.3% | +238.2% | +21.1% | +162.3% |
| 10Y | +192.7% | +159.4% | +33.3% | +109.4% |
| All | +253.7% | +846.5% | -592.8% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling