+140.0%
EWY vs ECHO
+16.2%
+123.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.4% |
| 7D | +1.2% | +2.3% | -1.1% | +0.4% |
| 30D | +9.3% | +4.4% | +4.9% | +7.7% |
| 3M | +2.4% | -20.3% | +22.7% | +8.4% |
| 6M | +40.3% | -15.3% | +55.6% | +46.1% |
| YTD | +88.0% | -15.5% | +103.5% | +95.0% |
| All | +140.0% | +16.2% | +123.8% | +137.8% |
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