+253.7%
ECHO vs ITW
+689.4%
-435.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.3% |
| 7D | +8.6% | -0.4% | +9.0% | +8.8% |
| 30D | +3.8% | -9.4% | +13.2% | +9.6% |
| 3M | -19.9% | +7.1% | -27.0% | -23.4% |
| 6M | -12.1% | -1.9% | -10.2% | -12.0% |
| YTD | -14.1% | +10.4% | -24.5% | -19.9% |
| 1Y | +15.9% | +3.3% | +12.6% | +11.8% |
| 3Y | +417.8% | +21.0% | +396.8% | +359.5% |
| 5Y | +259.3% | +36.3% | +223.0% | +194.9% |
| 10Y | +192.7% | +185.8% | +7.0% | +56.7% |
| All | +253.7% | +689.4% | -435.7% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling