+78.4%
ETN vs ECHO
+408.9%
-330.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.8% |
| 30D | -10.9% | +4.4% | -15.3% | -11.2% |
| 3M | +9.2% | -20.3% | +29.5% | +10.9% |
| 6M | +13.9% | -15.3% | +29.3% | +14.9% |
| YTD | +29.5% | -15.5% | +45.0% | +30.4% |
| 1Y | +14.2% | +15.0% | -0.8% | +12.5% |
| All | +78.4% | +408.9% | -330.4% | +48.6% |
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 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