+260.6%
ECHO vs EW
-29.2%
+289.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | +2.3% | -3.4% | +5.6% | +2.9% |
| 30D | +4.4% | -7.4% | +11.8% | +5.8% |
| 3M | -20.3% | +0.9% | -21.2% | -20.6% |
| 6M | -15.3% | +1.2% | -16.5% | -15.8% |
| YTD | -15.5% | +1.8% | -17.3% | -16.1% |
| 1Y | +15.0% | +10.8% | +4.1% | +12.2% |
| 3Y | +409.1% | +17.1% | +392.0% | +375.8% |
| 5Y | +260.6% | -28.2% | +288.8% | +245.5% |
| All | +260.6% | -29.2% | +289.8% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling