+8.1%
EWZ vs ECHO
+34.5%
-26.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.0% |
| 7D | -4.1% | +4.6% | -8.7% | -4.6% |
| 30D | -25.0% | +0.4% | -25.4% | -25.1% |
| 3M | -10.6% | +7.7% | -18.3% | -11.4% |
| 6M | -16.6% | -18.0% | +1.4% | -15.9% |
| YTD | +2.5% | -9.3% | +11.8% | +4.4% |
| 1Y | +8.1% | +34.2% | -26.1% | +19.9% |
| All | +8.1% | +34.5% | -26.4% | +19.9% |
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 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