+165.5%
B vs ECHO
+900.0%
-734.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -7.3% | +5.7% | -13.0% | -7.6% |
| 30D | -3.3% | +13.8% | -17.2% | -4.2% |
| 3M | -7.8% | +9.1% | -16.8% | -8.4% |
| 6M | -15.5% | -24.9% | +9.4% | -14.6% |
| YTD | -12.3% | -8.0% | -4.3% | -12.0% |
| 1Y | +5.4% | +42.9% | -37.5% | +4.4% |
| 3Y | +165.5% | +926.7% | -761.2% | +160.2% |
| All | +165.5% | +900.0% | -734.5% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling