+144.9%
ECHO vs EW
+254.3%
-109.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.6% |
| 7D | +5.7% | +4.9% | +0.8% | +4.5% |
| 30D | +13.8% | +23.9% | -10.1% | +7.9% |
| 3M | +9.1% | +15.8% | -6.7% | +5.0% |
| 6M | -24.9% | +31.7% | -56.6% | -30.1% |
| YTD | -8.0% | +25.7% | -33.7% | -13.6% |
| 1Y | +42.9% | +24.4% | +18.5% | +34.3% |
| 3Y | +926.7% | +65.9% | +860.8% | +760.3% |
| 5Y | +230.4% | -7.6% | +238.0% | +218.3% |
| All | +144.9% | +254.3% | -109.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling