+282.9%
ADP vs ECHO
+194.2%
+88.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.8% |
| 7D | -5.5% | +8.6% | -14.1% | -6.2% |
| 30D | -1.2% | +3.8% | -5.0% | -1.6% |
| 3M | +17.9% | -19.9% | +37.8% | +19.7% |
| 6M | +20.3% | -12.1% | +32.4% | +20.5% |
| YTD | +5.8% | -14.1% | +19.9% | +5.9% |
| 1Y | -7.7% | +15.9% | -23.6% | -10.6% |
| 3Y | +14.7% | +417.8% | -403.1% | -16.6% |
| 5Y | +45.8% | +259.3% | -213.5% | +12.8% |
| All | +282.9% | +194.2% | +88.7% | +223.4% |
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 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