+363.9%
ECHO vs ETHA
-30.2%
+394.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | -2.4% | +4.7% | +2.9% |
| 30D | +4.4% | +30.9% | -26.5% | -2.5% |
| 3M | -20.3% | +51.1% | -71.4% | -28.2% |
| 6M | -15.3% | +20.5% | -35.9% | -19.8% |
| YTD | -15.5% | -17.3% | +1.8% | -13.7% |
| 1Y | +15.0% | -43.2% | +58.2% | +25.9% |
| All | +363.9% | -30.2% | +394.1% | +372.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling