+505.7%
DIA vs ECHO
+256.8%
+249.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.8% | +1.1% |
| 7D | +0.8% | +3.0% | -2.2% | +0.2% |
| 30D | +1.4% | +6.7% | -5.3% | +0.2% |
| 3M | -2.7% | +12.4% | -15.1% | -4.8% |
| 6M | +6.2% | -20.4% | +26.6% | +8.8% |
| YTD | +10.1% | -6.9% | +17.0% | +9.0% |
| 1Y | +13.0% | +37.7% | -24.7% | +4.7% |
| 3Y | +61.9% | +902.9% | -841.0% | -14.6% |
| 5Y | +57.1% | +275.3% | -218.3% | +2.4% |
| 10Y | +240.9% | +159.0% | +81.9% | +135.7% |
| All | +505.7% | +256.8% | +249.0% | +208.4% |
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 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