+415.7%
ECHO vs ITW
+18.9%
+396.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +2.3% | -2.4% | +4.7% | +3.8% |
| 30D | +4.4% | -9.5% | +13.9% | +11.1% |
| 3M | -20.3% | +6.6% | -26.9% | -24.7% |
| 6M | -15.3% | -1.8% | -13.6% | -15.5% |
| YTD | -15.5% | +9.0% | -24.5% | -23.2% |
| 1Y | +15.0% | +3.6% | +11.4% | +8.7% |
| All | +415.7% | +18.9% | +396.8% | +293.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling