+126.1%
EQT vs ECHO
+223.8%
-97.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.2% | +2.3% | -3.5% | -1.6% |
| 30D | +1.1% | +4.4% | -3.3% | +0.1% |
| 3M | +4.8% | -20.3% | +25.1% | +8.5% |
| 6M | -10.6% | -15.3% | +4.8% | -9.4% |
| YTD | +3.4% | -15.5% | +18.9% | +3.9% |
| 1Y | +8.7% | +15.0% | -6.3% | +1.6% |
| 3Y | +35.0% | +409.1% | -374.2% | -30.1% |
| 5Y | +204.2% | +260.6% | -56.4% | +71.1% |
| 10Y | +52.5% | +193.0% | -140.5% | -15.4% |
| All | +126.1% | +223.8% | -97.7% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling