+52.1%
EWZ vs ECHO
+238.8%
-186.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +1.9% | -1.8% |
| 7D | +0.1% | +9.1% | -9.1% | -0.5% |
| 30D | -25.9% | +7.2% | -33.0% | -26.3% |
| 3M | -6.1% | +6.1% | -12.2% | -6.6% |
| 6M | -16.1% | -24.2% | +8.1% | -15.0% |
| YTD | +1.0% | -9.7% | +10.7% | +1.0% |
| 1Y | 0.0% | +40.9% | -41.0% | -2.6% |
| 3Y | +16.8% | +883.3% | -866.4% | -10.0% |
| 5Y | +52.1% | +224.2% | -172.1% | +43.3% |
| All | +52.1% | +238.8% | -186.8% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling