+164.3%
EWY vs ECHO
+40.1%
+124.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | +3.4% | +1.4% | +3.8% |
| 30D | +11.7% | +2.4% | +9.3% | +11.0% |
| 3M | -7.4% | -28.0% | +20.5% | -0.5% |
| 6M | +40.6% | -21.2% | +61.8% | +47.7% |
| YTD | +94.3% | -17.4% | +111.7% | +103.1% |
| 1Y | +164.3% | +33.6% | +130.7% | +171.0% |
| All | +164.3% | +40.1% | +124.1% | +171.0% |
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 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