+256.6%
ECHO vs ADVB
-97.4%
+354.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.5% | +3.4% | +7.0% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +6.7% | -61.4% | +68.1% | +5.6% |
| 3M | +12.4% | -67.8% | +80.2% | +11.0% |
| 6M | -20.4% | -66.9% | +46.5% | -20.7% |
| YTD | -6.9% | -64.9% | +58.0% | -7.7% |
| 1Y | +37.7% | -74.8% | +112.5% | +37.3% |
| All | +256.6% | -97.4% | +354.0% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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