+294.4%
ECHO vs EW
+2,629.9%
-2,335.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +2.2% | +9.3% | -7.1% | -0.1% |
| 30D | +9.8% | +22.1% | -12.2% | +4.4% |
| 3M | +16.8% | +13.0% | +3.8% | +13.1% |
| 6M | -18.1% | +30.1% | -48.2% | -23.6% |
| YTD | -4.2% | +22.0% | -26.2% | -9.4% |
| 1Y | +41.2% | +23.7% | +17.5% | +32.9% |
| 3Y | +943.7% | +62.0% | +881.7% | +785.6% |
| 5Y | +277.5% | -12.4% | +290.0% | +267.3% |
| 10Y | +159.8% | +236.1% | -76.3% | +71.9% |
| All | +294.4% | +2,629.9% | -2,335.5% | +27.1% |
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