+195.6%
EQT vs ECHO
+257.7%
-62.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -1.2% | +2.3% | -3.5% | -1.3% |
| 30D | +1.1% | +4.4% | -3.3% | +0.7% |
| 3M | +4.8% | -20.3% | +25.1% | +6.3% |
| 6M | -10.6% | -15.3% | +4.8% | -10.1% |
| YTD | +3.4% | -15.5% | +18.9% | +3.7% |
| 1Y | +8.7% | +15.0% | -6.3% | +5.7% |
| 3Y | +35.0% | +409.1% | -374.2% | +4.3% |
| All | +195.6% | +257.7% | -62.1% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling