+240.0%
ECHO vs A
+551.2%
-311.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +3.4% | -1.9% | +5.3% | +4.2% |
| 30D | +2.4% | +6.9% | -4.5% | -0.6% |
| 3M | -28.0% | +9.2% | -37.2% | -31.0% |
| 6M | -21.2% | +25.7% | -46.9% | -29.4% |
| YTD | -17.4% | +11.5% | -28.9% | -22.3% |
| 1Y | +33.6% | +18.4% | +15.2% | +21.7% |
| 3Y | +419.7% | +26.6% | +393.1% | +349.1% |
| 5Y | +241.7% | -12.8% | +254.5% | +236.5% |
| 10Y | +180.8% | +247.2% | -66.4% | +42.2% |
| All | +240.0% | +551.2% | -311.2% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling