+192.2%
EWT vs ECHO
+408.9%
-216.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.6% |
| 7D | -1.1% | +2.3% | -3.4% | -1.2% |
| 30D | +4.8% | +4.4% | +0.4% | +4.5% |
| 3M | +11.1% | -20.3% | +31.4% | +12.3% |
| 6M | +54.6% | -15.3% | +70.0% | +55.5% |
| YTD | +71.4% | -15.5% | +86.9% | +72.2% |
| 1Y | +82.1% | +15.0% | +67.1% | +80.1% |
| All | +192.2% | +408.9% | -216.7% | +162.9% |
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