+260.6%
ECHO vs EVRG
+45.7%
+215.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | -0.7% | +3.0% | +2.6% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -20.3% | -1.0% | -19.3% | -20.2% |
| 6M | -15.3% | +1.0% | -16.3% | -16.2% |
| YTD | -15.5% | +15.1% | -30.6% | -21.3% |
| 1Y | +15.0% | +17.6% | -2.6% | +5.8% |
| 3Y | +409.1% | +70.5% | +338.7% | +289.3% |
| 5Y | +260.6% | +48.9% | +211.8% | +191.5% |
| All | +260.6% | +45.7% | +215.0% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling