+222.9%
EWY vs ECHO
+416.0%
-193.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +3.1% |
| 7D | -0.1% | +3.7% | -3.8% | -0.4% |
| 30D | +7.3% | +0.7% | +6.6% | +7.2% |
| 3M | -5.1% | -27.3% | +22.2% | -3.1% |
| 6M | +42.1% | -17.0% | +59.0% | +43.9% |
| YTD | +94.1% | -14.3% | +108.4% | +96.1% |
| 1Y | +147.8% | +20.9% | +126.9% | +146.2% |
| 3Y | +222.9% | +423.0% | -200.0% | +191.1% |
| All | +222.9% | +416.0% | -193.1% | +191.1% |
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