+240.0%
ECHO vs EVRG
+581.9%
-341.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +2.4% | -1.0% | +3.4% | +2.8% |
| 3M | -28.0% | +0.4% | -28.4% | -28.3% |
| 6M | -21.2% | -0.8% | -20.4% | -21.4% |
| YTD | -17.4% | +15.3% | -32.7% | -22.5% |
| 1Y | +33.6% | +17.9% | +15.7% | +23.9% |
| 3Y | +419.7% | +71.9% | +347.7% | +312.8% |
| 5Y | +241.7% | +45.3% | +196.5% | +186.9% |
| 10Y | +180.8% | +113.1% | +67.7% | +90.7% |
| All | +240.0% | +581.9% | -341.8% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling