+313.7%
ADP vs ECHO
+168.8%
+144.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.4% | -1.0% |
| 7D | +1.1% | +3.0% | -1.9% | +0.8% |
| 30D | +11.5% | +6.7% | +4.8% | +10.7% |
| 3M | +12.0% | +12.4% | -0.3% | +10.6% |
| 6M | +43.8% | -20.4% | +64.2% | +45.6% |
| YTD | +20.1% | -6.9% | +27.0% | +19.0% |
| 1Y | +22.3% | +37.7% | -15.4% | +16.3% |
| 3Y | +43.3% | +902.9% | -859.6% | -8.3% |
| 5Y | +47.3% | +275.3% | -228.0% | +14.5% |
| 10Y | +313.7% | +159.0% | +154.7% | +261.7% |
| All | +313.7% | +168.8% | +144.9% | +261.7% |
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 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