-31.1%
C vs ECHO
+216.6%
-247.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +3.4% | +0.2% | +2.6% |
| 30D | +0.1% | +2.4% | -2.3% | -0.7% |
| 3M | +2.4% | -28.0% | +30.4% | +12.2% |
| 6M | +24.9% | -21.2% | +46.2% | +31.1% |
| YTD | +19.8% | -17.4% | +37.2% | +22.2% |
| 1Y | +44.9% | +33.6% | +11.3% | +24.0% |
| 3Y | +263.0% | +419.7% | -156.7% | +22.5% |
| 5Y | +129.5% | +241.7% | -112.2% | -9.4% |
| 10Y | +291.6% | +180.8% | +110.9% | +61.6% |
| All | -31.1% | +216.6% | -247.7% | -82.5% |
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