-10.2%
DOW vs ECHO
+205.8%
-216.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -2.4% | +2.3% | -4.7% | -2.7% |
| 30D | -4.1% | +4.4% | -8.5% | -4.8% |
| 3M | -12.4% | -20.3% | +7.9% | -9.9% |
| 6M | -10.6% | -15.3% | +4.7% | -9.8% |
| YTD | +31.1% | -15.5% | +46.6% | +31.9% |
| 1Y | +30.5% | +15.0% | +15.5% | +24.6% |
| 3Y | -34.4% | +409.1% | -443.5% | -60.7% |
| 5Y | -35.5% | +260.6% | -296.1% | -57.4% |
| All | -10.2% | +205.8% | -216.0% | -36.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling