+240.0%
ECHO vs ETR
+285.8%
-45.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.4% | +1.4% | +2.0% | +2.8% |
| 30D | +2.4% | +1.0% | +1.4% | +2.0% |
| 3M | -28.0% | -1.3% | -26.7% | -27.7% |
| 6M | -21.2% | +1.9% | -23.1% | -22.4% |
| YTD | -17.4% | +18.2% | -35.5% | -23.3% |
| 1Y | +33.6% | +24.7% | +8.9% | +21.0% |
| 3Y | +419.7% | +150.7% | +269.0% | +257.4% |
| 5Y | +241.7% | +127.0% | +114.7% | +140.9% |
| 10Y | +180.8% | +295.5% | -114.7% | +55.5% |
| All | +240.0% | +285.8% | -45.8% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling