-1.4%
DOW vs ECHO
+240.2%
-241.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.2% | +3.6% |
| 7D | -0.5% | +3.6% | -4.1% | -1.1% |
| 30D | +15.7% | +7.5% | +8.3% | +14.1% |
| 3M | +5.3% | +16.2% | -10.9% | +2.4% |
| 6M | -14.2% | -20.9% | +6.7% | -12.2% |
| YTD | +43.9% | -6.0% | +49.9% | +41.8% |
| 1Y | +53.1% | +43.4% | +9.7% | +40.6% |
| 3Y | -21.8% | +924.0% | -945.9% | -62.2% |
| 5Y | -28.3% | +249.6% | -278.0% | -49.6% |
| All | -1.4% | +240.2% | -241.6% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling