-34.6%
DOW vs ECHO
+436.9%
-471.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | +0.2% |
| 7D | -2.9% | +8.6% | -11.5% | -3.4% |
| 30D | +2.0% | +3.8% | -1.8% | +1.7% |
| 3M | -12.5% | -19.9% | +7.4% | -11.6% |
| 6M | -9.2% | -12.1% | +2.9% | -9.1% |
| YTD | +30.8% | -14.1% | +44.8% | +31.0% |
| 1Y | +29.4% | +15.9% | +13.5% | +27.2% |
| 3Y | -34.6% | +417.8% | -452.4% | -43.5% |
| All | -34.6% | +436.9% | -471.5% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling