+104.8%
COST vs ECHO
+251.4%
-146.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -2.8% | +5.3% | -8.1% | -2.9% |
| 30D | -5.3% | +2.4% | -7.7% | -5.3% |
| 3M | -6.7% | -21.8% | +15.1% | -6.2% |
| 6M | -9.9% | -16.9% | +7.0% | -9.7% |
| YTD | +5.1% | -16.0% | +21.1% | +5.3% |
| 1Y | -7.3% | +9.3% | -16.6% | -7.9% |
| 3Y | +70.4% | +406.2% | -335.8% | +56.7% |
| All | +104.8% | +251.4% | -146.6% | +93.5% |
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 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