+902.9%
ECHO vs ALL
+108.4%
+794.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.3% | +6.9% |
| 7D | +3.0% | -3.9% | +6.9% | +2.7% |
| 30D | +6.7% | +10.6% | -3.9% | +7.3% |
| 3M | +12.4% | -4.6% | +16.9% | +12.4% |
| 6M | -20.4% | +20.2% | -40.6% | -20.5% |
| YTD | -6.9% | +23.7% | -30.6% | -7.3% |
| 1Y | +37.7% | +27.9% | +9.8% | +36.2% |
| 3Y | +902.9% | +109.2% | +793.7% | +1,399.3% |
| All | +902.9% | +108.4% | +794.5% | +1,399.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling