+113.6%
C vs ECHO
+227.9%
-114.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | +4.2% | +5.7% | -1.5% | +3.6% |
| 30D | +2.0% | +13.8% | -11.8% | +0.6% |
| 3M | -10.1% | +9.1% | -19.2% | -11.0% |
| 6M | +1.0% | -24.9% | +25.9% | +3.1% |
| YTD | +8.5% | -8.0% | +16.5% | +8.0% |
| 1Y | +25.7% | +42.9% | -17.2% | +19.7% |
| 3Y | +216.0% | +926.7% | -710.7% | +112.5% |
| All | +113.6% | +227.9% | -114.3% | +82.6% |
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 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