+34.2%
ECHO vs ETHA
-31.0%
+65.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -4.8% |
| 7D | +4.6% | +2.1% | +2.5% | +3.9% |
| 30D | +0.4% | -10.7% | +11.1% | +3.4% |
| 3M | +7.7% | +29.0% | -21.3% | 0.0% |
| 6M | -18.0% | +2.7% | -20.7% | -19.8% |
| YTD | -9.3% | -18.7% | +9.4% | -5.2% |
| 1Y | +34.2% | -24.8% | +59.1% | +41.8% |
| All | +34.2% | -31.0% | +65.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling