+1,338.9%
ETN vs ECHO
+222.0%
+1,117.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | +6.2% | +5.3% | +0.9% | +5.0% |
| 30D | -6.7% | +2.4% | -9.1% | -7.2% |
| 3M | +3.6% | -21.8% | +25.4% | +9.0% |
| 6M | +18.3% | -16.9% | +35.2% | +21.7% |
| YTD | +31.5% | -16.0% | +47.4% | +33.8% |
| 1Y | +20.6% | +9.3% | +11.3% | +14.6% |
| 3Y | +82.5% | +406.2% | -323.7% | -10.5% |
| 5Y | +177.8% | +251.0% | -73.2% | +49.0% |
| 10Y | +705.0% | +191.3% | +513.7% | +339.9% |
| All | +1,338.9% | +222.0% | +1,117.0% | +479.3% |
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