+287.0%
ECHO vs EW
+2,677.2%
-2,390.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | +3.6% | +6.5% | -2.9% | +2.0% |
| 30D | +7.5% | +22.5% | -15.0% | +2.1% |
| 3M | +16.2% | +13.0% | +3.2% | +12.5% |
| 6M | -20.9% | +37.1% | -58.0% | -27.1% |
| YTD | -6.0% | +24.1% | -30.1% | -11.5% |
| 1Y | +43.4% | +24.2% | +19.1% | +34.7% |
| 3Y | +924.0% | +64.8% | +859.3% | +765.2% |
| 5Y | +249.6% | -7.4% | +257.1% | +235.5% |
| 10Y | +151.3% | +248.8% | -97.5% | +64.7% |
| All | +287.0% | +2,677.2% | -2,390.2% | +24.2% |
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 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