+477.7%
ASX vs ECHO
+255.2%
+222.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.0% | +5.6% |
| 7D | +6.3% | +8.6% | -2.3% | +5.3% |
| 30D | +6.4% | +3.8% | +2.7% | +6.0% |
| 3M | +13.1% | -19.9% | +33.0% | +15.7% |
| 6M | +90.3% | -12.1% | +102.4% | +91.9% |
| YTD | +149.6% | -14.1% | +163.7% | +151.7% |
| 1Y | +249.2% | +15.9% | +233.3% | +240.0% |
| 3Y | +445.9% | +417.8% | +28.0% | +315.7% |
| 5Y | +477.7% | +259.3% | +218.4% | +361.7% |
| All | +477.7% | +255.2% | +222.5% | +361.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling