+43.6%
EWZ vs ECHO
+155.0%
-111.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | 0.0% |
| 7D | -1.5% | -2.4% | +0.9% | -1.2% |
| 30D | -24.5% | -3.1% | -21.4% | -24.4% |
| 3M | -10.7% | +8.7% | -19.4% | -12.0% |
| 6M | -19.1% | -24.8% | +5.7% | -16.6% |
| YTD | +1.6% | -13.0% | +14.6% | +2.0% |
| 1Y | +4.3% | +33.9% | -29.6% | -1.9% |
| 3Y | +19.0% | +791.8% | -772.8% | -36.2% |
| 5Y | +57.7% | +261.7% | -204.0% | +8.2% |
| All | +43.6% | +155.0% | -111.5% | +34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling