+279.0%
ADP vs ECHO
+187.5%
+91.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -5.7% | +5.3% | -11.0% | -6.1% |
| 30D | -3.1% | +2.4% | -5.5% | -3.3% |
| 3M | +15.6% | -21.8% | +37.4% | +17.7% |
| 6M | +20.8% | -16.9% | +37.7% | +21.6% |
| YTD | +4.7% | -16.0% | +20.7% | +5.0% |
| 1Y | -8.3% | +9.3% | -17.6% | -10.7% |
| 3Y | +13.6% | +406.2% | -392.7% | -17.3% |
| 5Y | +45.0% | +251.0% | -205.9% | +12.4% |
| 10Y | +279.0% | +191.3% | +87.7% | +220.7% |
| All | +279.0% | +187.5% | +91.4% | +220.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling