+887.2%
ASX vs ECHO
+163.9%
+723.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.8% |
| 7D | -9.1% | +2.2% | -11.3% | -9.2% |
| 30D | -23.6% | +9.8% | -33.4% | -24.4% |
| 3M | -5.6% | +16.8% | -22.4% | -7.5% |
| 6M | +4.7% | -18.1% | +22.8% | +7.8% |
| YTD | +122.6% | -4.2% | +126.8% | +122.0% |
| 1Y | +133.0% | +41.2% | +91.8% | +118.9% |
| 3Y | +367.1% | +943.7% | -576.6% | +164.2% |
| 5Y | +504.7% | +277.5% | +227.2% | +331.9% |
| 10Y | +887.2% | +159.8% | +727.5% | +692.3% |
| All | +887.2% | +163.9% | +723.4% | +692.3% |
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