+370.4%
ECHO vs ETHA
-27.9%
+398.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | +3.7% | +3.5% | +0.3% | +2.9% |
| 30D | +0.7% | +35.3% | -34.6% | -6.6% |
| 3M | -27.3% | +50.9% | -78.2% | -34.5% |
| 6M | -17.0% | +22.1% | -39.1% | -21.7% |
| YTD | -14.3% | -14.6% | +0.3% | -13.1% |
| 1Y | +20.9% | -42.8% | +63.7% | +32.1% |
| All | +370.4% | -27.9% | +398.3% | +375.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling