+138.0%
B vs ECHO
+260.3%
-122.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.2% |
| 7D | +9.6% | -2.4% | +12.0% | +9.7% |
| 30D | +3.5% | -3.1% | +6.7% | +3.6% |
| 3M | -1.6% | +8.7% | -10.3% | -2.3% |
| 6M | -1.7% | -24.8% | +23.1% | -0.1% |
| YTD | -5.3% | -13.0% | +7.6% | -4.7% |
| 1Y | +27.2% | +33.9% | -6.7% | +25.3% |
| 3Y | +166.1% | +791.8% | -625.7% | +122.0% |
| All | +138.0% | +260.3% | -122.4% | +117.8% |
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