+146.5%
ASX vs ECHO
+34.5%
+112.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.7% | -3.0% |
| 7D | -14.6% | +4.6% | -19.2% | -15.7% |
| 30D | -21.1% | +0.4% | -21.5% | -21.3% |
| 3M | -3.1% | +7.7% | -10.7% | -5.0% |
| 6M | +17.4% | -18.0% | +35.4% | +18.2% |
| YTD | +135.3% | -9.3% | +144.6% | +126.4% |
| 1Y | +146.5% | +34.2% | +112.3% | +114.4% |
| All | +146.5% | +34.5% | +112.0% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling