+191.3%
ECHO vs A
+236.6%
-45.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | +5.3% | -4.4% | +9.7% | +7.0% |
| 30D | +2.4% | -2.7% | +5.1% | +3.2% |
| 3M | -21.8% | +7.0% | -28.8% | -24.2% |
| 6M | -16.9% | +24.6% | -41.5% | -24.3% |
| YTD | -16.0% | +7.0% | -23.0% | -19.2% |
| 1Y | +9.3% | +15.6% | -6.3% | +1.5% |
| 3Y | +406.2% | +29.9% | +376.3% | +340.5% |
| 5Y | +251.0% | -15.4% | +266.3% | +252.2% |
| 10Y | +191.3% | +248.9% | -57.6% | +70.0% |
| All | +191.3% | +236.6% | -45.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling