+192.5%
ECHO vs ETR
+296.9%
-104.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -1.8% | +5.5% | +4.5% |
| 30D | +0.7% | -1.8% | +2.4% | +1.4% |
| 3M | -27.3% | -3.6% | -23.7% | -26.4% |
| 6M | -17.0% | +2.6% | -19.6% | -18.4% |
| YTD | -14.3% | +16.0% | -30.3% | -19.8% |
| 1Y | +20.9% | +20.1% | +0.8% | +11.3% |
| 3Y | +423.0% | +143.6% | +279.4% | +267.9% |
| 5Y | +265.7% | +124.4% | +141.3% | +162.1% |
| All | +192.5% | +296.9% | -104.4% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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