+159.0%
ECHO vs ALL
+367.3%
-208.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +7.1% |
| 7D | +3.0% | -3.9% | +6.9% | +4.2% |
| 30D | +6.7% | +10.6% | -3.9% | +2.7% |
| 3M | +12.4% | -4.6% | +16.9% | +13.4% |
| 6M | -20.4% | +20.2% | -40.6% | -27.0% |
| YTD | -6.9% | +23.7% | -30.6% | -16.3% |
| 1Y | +37.7% | +27.9% | +9.8% | +21.7% |
| 3Y | +902.9% | +109.2% | +793.7% | +594.8% |
| 5Y | +275.3% | +148.0% | +127.3% | +129.3% |
| 10Y | +159.0% | +363.8% | -204.8% | +24.5% |
| All | +159.0% | +367.3% | -208.3% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling