+748.4%
ASX vs ECHO
+155.0%
+593.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +5.2% | +1.2% | +5.5% |
| 7D | -19.9% | -2.4% | -17.5% | -19.3% |
| 30D | -30.9% | -3.1% | -27.7% | -30.2% |
| 3M | -15.1% | +8.7% | -23.8% | -15.8% |
| 6M | -6.5% | -24.8% | +18.3% | -2.3% |
| YTD | +98.4% | -13.0% | +111.4% | +101.1% |
| 1Y | +107.9% | +33.9% | +73.9% | +97.1% |
| 3Y | +325.3% | +791.8% | -466.5% | +148.9% |
| 5Y | +447.3% | +261.7% | +185.6% | +290.8% |
| All | +748.4% | +155.0% | +593.4% | +639.0% |
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