+842.6%
ASX vs ECHO
+168.8%
+673.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.9% | +1.7% | +7.4% |
| 7D | -12.3% | +3.0% | -15.3% | -12.4% |
| 30D | -26.0% | +6.7% | -32.7% | -26.4% |
| 3M | -8.1% | +12.4% | -20.5% | -9.4% |
| 6M | +1.4% | -20.4% | +21.8% | +4.9% |
| YTD | +115.6% | -6.9% | +122.5% | +116.1% |
| 1Y | +128.0% | +37.7% | +90.3% | +115.2% |
| 3Y | +371.4% | +902.9% | -531.5% | +168.9% |
| 5Y | +469.4% | +275.3% | +194.1% | +305.8% |
| 10Y | +842.6% | +159.0% | +683.6% | +681.7% |
| All | +842.6% | +168.8% | +673.9% | +681.7% |
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