+9.3%
ECHO vs A
+13.9%
-4.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | +5.3% | -4.4% | +9.7% | +6.1% |
| 30D | +2.4% | -2.7% | +5.1% | +2.8% |
| 3M | -21.8% | +7.0% | -28.8% | -23.0% |
| 6M | -16.9% | +24.6% | -41.5% | -21.3% |
| YTD | -16.0% | +7.0% | -23.0% | -18.0% |
| 1Y | +9.3% | +15.6% | -6.3% | -0.3% |
| All | +9.3% | +13.9% | -4.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling