+32.9%
DIS vs ECHO
+155.6%
-122.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +0.6% | +3.6% | -3.0% | +0.1% |
| 30D | +10.3% | +7.5% | +2.8% | +9.1% |
| 3M | +15.6% | +16.2% | -0.6% | +13.0% |
| 6M | +15.1% | -20.9% | +36.0% | +17.5% |
| YTD | +6.0% | -6.0% | +12.0% | +4.9% |
| 1Y | +5.7% | +43.4% | -37.7% | -1.2% |
| 3Y | +39.8% | +924.0% | -884.2% | -21.0% |
| 5Y | -23.9% | +249.6% | -273.5% | -43.4% |
| 10Y | +32.9% | +151.3% | -118.3% | +3.8% |
| All | +32.9% | +155.6% | -122.7% | +3.8% |
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