-10.9%
DOW vs ECHO
+204.0%
-214.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.2% |
| 7D | -6.0% | +5.3% | -11.4% | -6.8% |
| 30D | -2.7% | +2.4% | -5.2% | -3.2% |
| 3M | -10.5% | -21.8% | +11.3% | -7.7% |
| 6M | -12.4% | -16.9% | +4.5% | -11.4% |
| YTD | +30.0% | -16.0% | +46.0% | +30.9% |
| 1Y | +27.8% | +9.3% | +18.5% | +22.9% |
| 3Y | -34.9% | +406.2% | -441.1% | -61.0% |
| 5Y | -35.9% | +251.0% | -286.8% | -57.1% |
| All | -10.9% | +204.0% | -214.9% | -36.5% |
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