+50.3%
EWZ vs ECHO
+168.8%
-118.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.9% | -5.0% | +1.0% |
| 7D | +1.4% | +3.0% | -1.6% | +0.9% |
| 30D | -25.1% | +6.7% | -31.8% | -26.0% |
| 3M | -7.7% | +12.4% | -20.1% | -9.5% |
| 6M | -15.8% | -20.4% | +4.6% | -13.9% |
| YTD | +3.6% | -6.9% | +10.5% | +3.0% |
| 1Y | +5.5% | +37.7% | -32.2% | -1.2% |
| 3Y | +22.1% | +902.9% | -880.8% | -36.3% |
| 5Y | +58.3% | +275.3% | -217.0% | +9.1% |
| 10Y | +50.3% | +159.0% | -108.7% | +31.8% |
| All | +50.3% | +168.8% | -118.5% | +31.8% |
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 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