+371.8%
ECHO vs ETHA
-29.6%
+401.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.8% |
| 7D | +8.6% | +2.7% | +5.9% | +7.9% |
| 30D | +3.8% | +29.4% | -25.6% | -2.8% |
| 3M | -19.9% | +47.2% | -67.1% | -27.3% |
| 6M | -12.1% | +25.4% | -37.5% | -17.5% |
| YTD | -14.1% | -16.5% | +2.5% | -12.4% |
| 1Y | +15.9% | -42.3% | +58.2% | +26.4% |
| All | +371.8% | -29.6% | +401.4% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling