+58.1%
EBAY vs ECHO
+253.4%
-195.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -0.8% | +2.3% | -3.1% | -0.9% |
| 30D | -0.6% | +4.4% | -5.0% | -0.9% |
| 3M | -1.0% | -20.3% | +19.3% | 0.0% |
| 6M | +16.3% | -15.3% | +31.6% | +17.1% |
| YTD | +21.7% | -15.5% | +37.2% | +22.4% |
| 1Y | +16.5% | +15.0% | +1.5% | +15.7% |
| 3Y | +154.2% | +409.1% | -255.0% | +117.1% |
| 5Y | +58.1% | +260.6% | -202.6% | +38.3% |
| All | +58.1% | +253.4% | -195.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling