+192.7%
ECHO vs ALL
+355.7%
-162.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.8% |
| 7D | +8.6% | -1.7% | +10.3% | +9.2% |
| 30D | +3.8% | -4.7% | +8.4% | +5.3% |
| 3M | -19.9% | +18.4% | -38.3% | -25.5% |
| 6M | -12.1% | +20.5% | -32.6% | -19.2% |
| YTD | -14.1% | +23.5% | -37.6% | -22.3% |
| 1Y | +15.9% | +29.0% | -13.1% | +2.4% |
| 3Y | +417.8% | +153.7% | +264.1% | +230.0% |
| 5Y | +259.3% | +114.8% | +144.5% | +138.7% |
| 10Y | +192.7% | +356.1% | -163.4% | +39.3% |
| All | +192.7% | +355.7% | -162.9% | +39.3% |
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