+1,848.6%
COST vs ECHO
+216.6%
+1,632.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.1% | +3.4% | -6.6% | -3.4% |
| 30D | -2.8% | +2.4% | -5.1% | -3.0% |
| 3M | -5.7% | -28.0% | +22.3% | -3.4% |
| 6M | -8.8% | -21.2% | +12.5% | -7.6% |
| YTD | +6.7% | -17.4% | +24.0% | +7.3% |
| 1Y | -3.6% | +33.6% | -37.2% | -7.5% |
| 3Y | +75.1% | +419.7% | -344.6% | +32.4% |
| 5Y | +108.9% | +241.7% | -132.8% | +65.9% |
| 10Y | +586.2% | +180.8% | +405.4% | +440.3% |
| All | +1,848.6% | +216.6% | +1,632.0% | +1,182.7% |
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