+198.0%
ECHO vs EW
+123.1%
+74.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.5% | +7.6% | +4.9% |
| 7D | +8.6% | -4.4% | +13.0% | +9.7% |
| 30D | +3.8% | -3.3% | +7.1% | +4.5% |
| 3M | -19.9% | +1.0% | -20.9% | -20.3% |
| 6M | -12.1% | +6.2% | -18.3% | -13.7% |
| YTD | -14.1% | +1.7% | -15.8% | -14.9% |
| 1Y | +15.9% | +8.1% | +7.7% | +12.8% |
| 3Y | +417.8% | +17.1% | +400.8% | +376.8% |
| 5Y | +259.3% | -29.4% | +288.7% | +269.3% |
| All | +198.0% | +123.1% | +74.9% | +129.2% |
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