+405.1%
ECHO vs ETHA
-44.8%
+449.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.7% |
| 7D | +5.7% | -12.5% | +18.2% | +8.9% |
| 30D | +13.8% | -19.8% | +33.6% | +19.9% |
| 3M | +9.1% | +3.1% | +6.0% | +7.7% |
| 6M | -24.9% | -13.8% | -11.2% | -23.1% |
| YTD | -8.0% | -34.6% | +26.6% | -0.8% |
| 1Y | +42.9% | -38.7% | +81.6% | +55.6% |
| All | +405.1% | -44.8% | +449.9% | +443.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling