+0.4%
DOW vs ECHO
+226.7%
-226.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.5% |
| 7D | +3.7% | +9.1% | -5.5% | +2.2% |
| 30D | +16.3% | +7.2% | +9.1% | +14.6% |
| 3M | +9.7% | +6.1% | +3.6% | +8.1% |
| 6M | -14.1% | -24.2% | +10.1% | -11.6% |
| YTD | +46.6% | -9.7% | +56.3% | +45.3% |
| 1Y | +56.8% | +40.9% | +15.9% | +44.4% |
| 3Y | -20.4% | +883.3% | -903.6% | -61.3% |
| 5Y | -27.4% | +224.2% | -251.6% | -47.7% |
| All | +0.4% | +226.7% | -226.2% | -29.5% |
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