+278.6%
ECHO vs EVRG
+642.4%
-363.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +5.7% | +1.4% | +4.3% | +5.1% |
| 30D | +13.8% | +7.4% | +6.4% | +10.5% |
| 3M | +9.1% | +7.2% | +1.9% | +5.9% |
| 6M | -24.9% | +9.5% | -34.4% | -28.0% |
| YTD | -8.0% | +25.6% | -33.6% | -16.7% |
| 1Y | +42.9% | +20.3% | +22.6% | +31.5% |
| 3Y | +926.7% | +108.8% | +817.9% | +652.9% |
| 5Y | +230.4% | +67.9% | +162.4% | +161.6% |
| 10Y | +145.9% | +124.6% | +21.3% | +63.7% |
| All | +278.6% | +642.4% | -363.7% | +16.9% |
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