+240.0%
ECHO vs EW
+2,259.6%
-2,019.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | -0.3% | +3.8% | +3.5% |
| 30D | +2.4% | +1.0% | +1.3% | +2.0% |
| 3M | -28.0% | +2.8% | -30.8% | -28.5% |
| 6M | -21.2% | +5.5% | -26.7% | -22.6% |
| YTD | -17.4% | +5.5% | -22.8% | -18.9% |
| 1Y | +33.6% | +11.0% | +22.5% | +29.1% |
| 3Y | +419.7% | +17.7% | +402.0% | +378.7% |
| 5Y | +241.7% | -25.7% | +267.5% | +246.2% |
| 10Y | +180.8% | +132.8% | +48.0% | +102.7% |
| All | +240.0% | +2,259.6% | -2,019.6% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling