+324.2%
CSCO vs ECHO
+163.9%
+160.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | -4.7% | +2.2% | -6.9% | -4.9% |
| 30D | -17.1% | +9.8% | -26.9% | -18.1% |
| 3M | -19.6% | +16.8% | -36.4% | -21.1% |
| 6M | +2.4% | -18.1% | +20.5% | +4.0% |
| YTD | +29.8% | -4.2% | +34.0% | +28.6% |
| 1Y | +38.7% | +41.2% | -2.6% | +31.2% |
| 3Y | +101.3% | +943.7% | -842.4% | +24.9% |
| 5Y | +94.8% | +277.5% | -182.7% | +48.2% |
| 10Y | +324.2% | +159.8% | +164.4% | +257.2% |
| All | +324.2% | +163.9% | +160.3% | +257.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling