+251.0%
DIA vs ECHO
+187.5%
+63.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -1.2% | +5.3% | -6.6% | -1.8% |
| 30D | -2.7% | +2.4% | -5.1% | -3.0% |
| 3M | +3.3% | -21.8% | +25.1% | +5.6% |
| 6M | +10.4% | -16.9% | +27.4% | +11.7% |
| YTD | +10.0% | -16.0% | +26.0% | +10.8% |
| 1Y | +16.2% | +9.3% | +6.9% | +13.3% |
| 3Y | +58.7% | +406.2% | -347.5% | +13.2% |
| 5Y | +63.6% | +251.0% | -187.4% | +24.6% |
| 10Y | +251.0% | +191.3% | +59.8% | +180.4% |
| All | +251.0% | +187.5% | +63.5% | +180.4% |
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 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