-10.8%
DOW vs ECHO
+198.9%
-209.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | +0.4% | +2.4% | -2.0% | -0.1% |
| 3M | -14.4% | -28.0% | +13.6% | -10.6% |
| 6M | -7.0% | -21.2% | +14.3% | -5.1% |
| YTD | +30.2% | -17.4% | +47.6% | +31.5% |
| 1Y | +29.2% | +33.6% | -4.4% | +19.9% |
| 3Y | -36.7% | +419.7% | -456.4% | -62.7% |
| 5Y | -37.7% | +241.7% | -279.4% | -58.0% |
| All | -10.8% | +198.9% | -209.7% | -36.2% |
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