+245.4%
ECHO vs A
-11.9%
+257.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.4% | -1.9% | +5.3% | +4.0% |
| 30D | +2.4% | +6.9% | -4.5% | +0.1% |
| 3M | -28.0% | +9.2% | -37.2% | -30.2% |
| 6M | -21.2% | +25.7% | -46.9% | -27.5% |
| YTD | -17.4% | +11.5% | -28.9% | -21.0% |
| 1Y | +33.6% | +18.4% | +15.2% | +24.4% |
| 3Y | +419.7% | +26.6% | +393.1% | +364.6% |
| All | +245.4% | -11.9% | +257.3% | +207.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling