+237.1%
DIA vs ECHO
+155.6%
+81.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | -1.6% | +3.6% | -5.3% | -2.0% |
| 30D | +1.3% | +7.5% | -6.2% | +0.3% |
| 3M | -2.1% | +16.2% | -18.2% | -3.9% |
| 6M | +6.2% | -20.9% | +27.1% | +8.1% |
| YTD | +10.3% | -6.0% | +16.3% | +9.5% |
| 1Y | +11.0% | +43.4% | -32.4% | +5.0% |
| 3Y | +60.4% | +924.0% | -863.7% | 0.0% |
| 5Y | +59.1% | +249.6% | -190.6% | +24.5% |
| 10Y | +237.1% | +151.3% | +85.8% | +180.8% |
| All | +237.1% | +155.6% | +81.5% | +180.8% |
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