-4.9%
EQT vs ECHO
+34.5%
-39.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -3.3% |
| 7D | -6.6% | +4.6% | -11.2% | -6.3% |
| 30D | +2.7% | +0.4% | +2.3% | +2.9% |
| 3M | -0.2% | +7.7% | -7.8% | +0.4% |
| 6M | -10.6% | -18.0% | +7.5% | -10.8% |
| YTD | -1.2% | -9.3% | +8.1% | -0.8% |
| 1Y | -4.9% | +34.2% | -39.1% | -5.2% |
| All | -4.9% | +34.5% | -39.4% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling