+926.7%
ECHO vs ETR
+153.6%
+773.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.2% |
| 7D | +5.7% | +0.5% | +5.1% | +5.5% |
| 30D | +13.8% | +6.4% | +7.5% | +10.8% |
| 3M | +9.1% | +4.0% | +5.1% | +7.2% |
| 6M | -24.9% | -0.5% | -24.5% | -25.1% |
| YTD | -8.0% | +22.4% | -30.4% | -17.5% |
| 1Y | +42.9% | +19.9% | +23.0% | +29.3% |
| 3Y | +926.7% | +154.7% | +772.0% | +522.4% |
| All | +926.7% | +153.6% | +773.1% | +522.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling