+412.7%
ECHO vs EVRG
+71.7%
+341.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | +5.3% | +0.6% | +4.8% | +5.1% |
| 30D | +2.4% | -0.2% | +2.7% | +2.5% |
| 3M | -21.8% | -0.5% | -21.3% | -21.9% |
| 6M | -16.9% | +0.2% | -17.1% | -17.6% |
| YTD | -16.0% | +14.9% | -30.9% | -22.8% |
| 1Y | +9.3% | +18.2% | -8.9% | -1.6% |
| All | +412.7% | +71.7% | +341.1% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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