+44.7%
EWZ vs ECHO
+423.0%
-378.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +3.4% | +3.1% | +6.3% |
| 30D | +4.8% | +2.4% | +2.5% | +4.7% |
| 3M | +9.9% | -28.0% | +37.8% | +11.3% |
| 6M | +1.9% | -21.2% | +23.2% | +2.8% |
| YTD | +20.3% | -17.4% | +37.7% | +21.0% |
| 1Y | +35.6% | +33.6% | +2.0% | +33.7% |
| All | +44.7% | +423.0% | -378.3% | +32.4% |
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