+630.6%
DELL vs ECHO
+238.8%
+391.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.2% |
| 7D | +17.1% | +9.1% | +8.0% | +15.9% |
| 30D | -35.1% | +7.2% | -42.2% | -35.5% |
| 3M | -23.3% | +6.1% | -29.4% | -23.7% |
| 6M | +55.8% | -24.2% | +80.0% | +59.3% |
| YTD | +198.0% | -9.7% | +207.7% | +199.1% |
| 1Y | +166.6% | +40.9% | +125.6% | +157.6% |
| 3Y | +427.6% | +883.3% | -455.6% | +290.7% |
| 5Y | +630.6% | +224.2% | +406.5% | +575.4% |
| All | +630.6% | +238.8% | +391.8% | +575.4% |
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