-40.1%
C vs ECHO
+233.6%
-273.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.8% |
| 30D | -6.0% | -3.1% | -2.8% | -5.4% |
| 3M | -10.5% | +8.7% | -19.3% | -13.4% |
| 6M | -5.7% | -24.8% | +19.0% | +0.8% |
| YTD | +4.1% | -13.0% | +17.1% | +3.8% |
| 1Y | +20.5% | +33.9% | -13.4% | +3.6% |
| 3Y | +208.1% | +791.8% | -583.7% | -17.9% |
| 5Y | +110.4% | +261.7% | -151.3% | -18.5% |
| 10Y | +234.6% | +157.3% | +77.3% | +49.1% |
| All | -40.1% | +233.6% | -273.7% | -85.1% |
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