+15.9%
ECHO vs ALL
+28.5%
-12.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +3.0% |
| 7D | +8.6% | -1.7% | +10.3% | +7.8% |
| 30D | +3.8% | -4.7% | +8.4% | +1.8% |
| 3M | -19.9% | +18.4% | -38.3% | -14.0% |
| 6M | -12.1% | +20.5% | -32.6% | -4.0% |
| YTD | -14.1% | +23.5% | -37.6% | -4.6% |
| 1Y | +15.9% | +29.0% | -13.1% | +28.9% |
| All | +15.9% | +28.5% | -12.7% | +28.9% |
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