+34.2%
ECHO vs ALL
+42.7%
-8.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.1% | -1.7% |
| 7D | +4.6% | +7.5% | -3.0% | +8.6% |
| 30D | +0.4% | +19.7% | -19.3% | +10.3% |
| 3M | +7.7% | +2.9% | +4.8% | +10.2% |
| 6M | -18.0% | +23.5% | -41.6% | -6.9% |
| YTD | -9.3% | +31.1% | -40.4% | +8.4% |
| 1Y | +34.2% | +40.5% | -6.2% | +66.8% |
| All | +34.2% | +42.7% | -8.5% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling