+87.7%
EEM vs ECHO
+405.9%
-318.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +2.0% | +5.3% | -3.4% | +1.7% |
| 30D | +5.1% | +2.4% | +2.6% | +5.0% |
| 3M | +4.6% | -21.8% | +26.4% | +5.6% |
| 6M | +17.8% | -16.9% | +34.7% | +18.5% |
| YTD | +25.8% | -16.0% | +41.8% | +26.5% |
| 1Y | +36.4% | +9.3% | +27.1% | +35.8% |
| All | +87.7% | +405.9% | -318.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling