+62.4%
EWY vs ECHO
+34.5%
+27.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.7% |
| 7D | -8.3% | +4.6% | -12.9% | -9.9% |
| 30D | -20.5% | +0.4% | -21.0% | -20.8% |
| 3M | -11.1% | +7.7% | -18.8% | -13.7% |
| 6M | -7.0% | -18.0% | +11.0% | -3.4% |
| YTD | +56.5% | -9.3% | +65.7% | +57.6% |
| 1Y | +62.4% | +34.2% | +28.2% | +54.2% |
| All | +62.4% | +34.5% | +27.9% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling