+192.7%
ECHO vs ALB
+78.9%
+113.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.4% |
| 7D | +8.6% | -4.4% | +13.0% | +9.7% |
| 30D | +3.8% | -1.2% | +4.9% | +3.8% |
| 3M | -19.9% | -13.3% | -6.6% | -17.6% |
| 6M | -12.1% | -19.8% | +7.7% | -8.8% |
| YTD | -14.1% | -7.9% | -6.1% | -14.8% |
| 1Y | +15.9% | +60.2% | -44.3% | -2.2% |
| 3Y | +417.8% | -26.4% | +444.3% | +406.3% |
| 5Y | +259.3% | -42.5% | +301.8% | +254.5% |
| 10Y | +192.7% | +83.0% | +109.7% | +98.2% |
| All | +192.7% | +78.9% | +113.8% | +98.2% |
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