+278.6%
ECHO vs ETR
+302.2%
-23.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +5.7% | +1.2% | +4.5% | +5.2% |
| 30D | +13.8% | +7.0% | +6.8% | +10.7% |
| 3M | +9.1% | +4.6% | +4.5% | +7.1% |
| 6M | -24.9% | +0.1% | -25.1% | -25.3% |
| YTD | -8.0% | +23.2% | -31.2% | -16.0% |
| 1Y | +42.9% | +20.6% | +22.3% | +31.4% |
| 3Y | +926.7% | +156.3% | +770.4% | +598.8% |
| 5Y | +230.4% | +159.6% | +70.7% | +121.3% |
| 10Y | +145.9% | +377.1% | -231.2% | +26.6% |
| All | +278.6% | +302.2% | -23.5% | +71.6% |
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