+159.0%
ECHO vs ALB
+38.2%
+120.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.1% | +7.0% |
| 7D | +3.0% | +9.5% | -6.4% | +0.6% |
| 30D | +6.7% | -2.1% | +8.8% | +7.0% |
| 3M | +12.4% | -24.1% | +36.5% | +19.5% |
| 6M | -20.4% | -51.0% | +30.6% | -6.2% |
| YTD | -6.9% | -29.3% | +22.4% | -1.9% |
| 1Y | +37.7% | +3.2% | +34.5% | +31.1% |
| 3Y | +902.9% | -9.3% | +912.2% | +820.2% |
| 5Y | +275.3% | -61.6% | +337.0% | +310.1% |
| 10Y | +159.0% | +40.8% | +118.2% | +94.8% |
| All | +159.0% | +38.2% | +120.8% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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