+240.0%
ECHO vs ALL
+680.6%
-440.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.4% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | +2.4% | -1.5% | +3.8% | +2.6% |
| 3M | -28.0% | +23.6% | -51.6% | -33.5% |
| 6M | -21.2% | +22.3% | -43.6% | -27.2% |
| YTD | -17.4% | +26.5% | -43.9% | -24.8% |
| 1Y | +33.6% | +27.0% | +6.6% | +20.8% |
| 3Y | +419.7% | +149.6% | +270.1% | +266.3% |
| 5Y | +241.7% | +118.1% | +123.6% | +146.9% |
| 10Y | +180.8% | +369.0% | -188.2% | +56.6% |
| All | +240.0% | +680.6% | -440.6% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling