+125.7%
EEM vs ECHO
+193.4%
-67.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | -0.7% | +2.3% | -3.0% | -0.9% |
| 30D | +2.4% | +4.4% | -2.0% | +1.9% |
| 3M | +4.2% | -20.3% | +24.5% | +6.4% |
| 6M | +14.8% | -15.3% | +30.1% | +16.1% |
| YTD | +23.1% | -15.5% | +38.6% | +24.2% |
| 1Y | +32.5% | +15.0% | +17.6% | +29.3% |
| 3Y | +85.9% | +409.1% | -323.3% | +35.8% |
| 5Y | +43.6% | +260.6% | -217.1% | +11.1% |
| All | +125.7% | +193.4% | -67.7% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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