+767.3%
EBAY vs ECHO
+229.4%
+538.0%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.6% |
| 7D | -0.4% | +8.6% | -8.9% | -1.6% |
| 30D | -6.3% | +3.8% | -10.1% | -6.9% |
| 3M | -3.3% | -19.9% | +16.6% | -0.6% |
| 6M | +13.5% | -12.1% | +25.5% | +14.6% |
| YTD | +21.2% | -14.1% | +35.2% | +22.4% |
| 1Y | +13.9% | +15.9% | -2.0% | +9.6% |
| 3Y | +153.1% | +417.8% | -264.8% | +57.7% |
| 5Y | +54.5% | +259.3% | -204.8% | +2.6% |
| 10Y | +262.7% | +192.7% | +70.0% | +135.2% |
| All | +767.3% | +229.4% | +538.0% | +314.8% |
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