+33.6%
B vs ECHO
+216.6%
-183.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | +3.4% | -5.0% | -1.9% |
| 30D | +9.4% | +2.4% | +7.1% | +9.2% |
| 3M | +5.0% | -28.0% | +32.9% | +8.0% |
| 6M | -3.5% | -21.2% | +17.7% | -1.6% |
| YTD | +4.5% | -17.4% | +21.8% | +6.0% |
| 1Y | +67.8% | +33.6% | +34.2% | +63.1% |
| 3Y | +196.7% | +419.7% | -223.0% | +136.3% |
| 5Y | +151.9% | +241.7% | -89.8% | +108.4% |
| 10Y | +202.2% | +180.8% | +21.4% | +143.8% |
| All | +33.6% | +216.6% | -183.0% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling