+317.2%
ADP vs ECHO
+139.8%
+177.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.8% |
| 7D | +0.3% | +9.1% | -8.9% | -0.5% |
| 30D | +11.6% | +7.2% | +4.4% | +10.7% |
| 3M | +15.1% | +6.1% | +9.0% | +14.1% |
| 6M | +46.0% | -24.2% | +70.2% | +48.5% |
| YTD | +22.4% | -9.7% | +32.1% | +21.6% |
| 1Y | +24.5% | +40.9% | -16.5% | +18.0% |
| 3Y | +44.8% | +883.3% | -838.5% | -7.4% |
| 5Y | +49.1% | +224.2% | -175.1% | +20.4% |
| All | +317.2% | +139.8% | +177.4% | +266.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling