+4.0%
EWZ vs ECHO
+216.6%
-212.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | +3.4% | +3.1% | +5.7% |
| 30D | +4.8% | +2.4% | +2.5% | +4.2% |
| 3M | +9.9% | -28.0% | +37.8% | +17.5% |
| 6M | +1.9% | -21.2% | +23.2% | +5.9% |
| YTD | +20.3% | -17.4% | +37.7% | +22.7% |
| 1Y | +35.6% | +33.6% | +2.0% | +21.3% |
| 3Y | +43.4% | +419.7% | -376.2% | -35.4% |
| 5Y | +55.9% | +241.7% | -185.8% | -20.7% |
| 10Y | +84.2% | +180.8% | -96.6% | -3.9% |
| All | +4.0% | +216.6% | -212.6% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling