+260.6%
ECHO vs ETR
+123.0%
+137.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | +4.4% | -0.2% | +4.6% | +4.5% |
| 3M | -20.3% | -3.7% | -16.6% | -19.1% |
| 6M | -15.3% | +2.1% | -17.4% | -16.9% |
| YTD | -15.5% | +16.5% | -32.0% | -21.9% |
| 1Y | +15.0% | +22.5% | -7.6% | +3.5% |
| 3Y | +409.1% | +144.7% | +264.5% | +243.0% |
| 5Y | +260.6% | +125.2% | +135.4% | +144.4% |
| All | +260.6% | +123.0% | +137.6% | +144.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling