+55.0%
EWZ vs ECHO
+242.1%
-187.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.9% |
| 6M | +1.9% | -21.2% | +23.2% | +3.1% |
| YTD | +20.3% | -17.4% | +37.7% | +21.1% |
| 1Y | +35.6% | +33.6% | +2.0% | +32.4% |
| 3Y | +43.4% | +419.7% | -376.2% | +19.0% |
| All | +55.0% | +242.1% | -187.1% | +35.4% |
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 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