+513.6%
EWT vs ECHO
+197.5%
+316.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | -1.1% | +3.7% | -4.9% | -1.5% |
| 30D | +4.5% | +0.7% | +3.8% | +4.4% |
| 3M | +8.3% | -27.3% | +35.6% | +11.5% |
| 6M | +54.2% | -17.0% | +71.2% | +56.2% |
| YTD | +74.6% | -14.3% | +88.9% | +75.8% |
| 1Y | +84.9% | +20.9% | +64.0% | +79.5% |
| 3Y | +197.5% | +423.0% | -225.4% | +122.4% |
| 5Y | +150.6% | +265.7% | -115.1% | +96.7% |
| All | +513.6% | +197.5% | +316.1% | +403.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling