+193.4%
B vs ECHO
+193.6%
-0.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.7% |
| 7D | +2.3% | +8.6% | -6.3% | +1.8% |
| 30D | +1.4% | +3.8% | -2.4% | +1.1% |
| 3M | +12.2% | -19.9% | +32.1% | +13.6% |
| 6M | -2.1% | -12.1% | +9.9% | -1.4% |
| YTD | +2.9% | -14.1% | +17.0% | +3.8% |
| 1Y | +55.3% | +15.9% | +39.4% | +54.2% |
| 3Y | +198.7% | +417.8% | -219.2% | +166.3% |
| 5Y | +153.8% | +259.3% | -105.5% | +128.8% |
| 10Y | +193.4% | +192.7% | +0.7% | +160.6% |
| All | +193.4% | +193.6% | -0.1% | +160.6% |
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