+192.5%
ECHO vs ITW
+194.8%
-2.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +3.7% | -0.7% | +4.4% | +4.2% |
| 30D | +0.7% | -8.3% | +9.0% | +5.8% |
| 3M | -27.3% | +6.0% | -33.3% | -30.3% |
| 6M | -17.0% | 0.0% | -17.0% | -17.8% |
| YTD | -14.3% | +10.2% | -24.5% | -20.4% |
| 1Y | +20.9% | +3.2% | +17.7% | +16.5% |
| 3Y | +423.0% | +21.0% | +402.0% | +360.1% |
| 5Y | +265.7% | +37.9% | +227.8% | +194.8% |
| All | +192.5% | +194.8% | -2.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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