+192.7%
ECHO vs ALLY
+178.4%
+14.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.3% | +5.4% |
| 7D | +8.6% | +1.0% | +7.5% | +8.1% |
| 30D | +3.8% | -3.3% | +7.0% | +5.0% |
| 3M | -19.9% | +0.5% | -20.4% | -20.3% |
| 6M | -12.1% | +12.6% | -24.7% | -16.8% |
| YTD | -14.1% | -4.7% | -9.4% | -13.5% |
| 1Y | +15.9% | +5.2% | +10.6% | +11.5% |
| 3Y | +417.8% | +66.5% | +351.4% | +306.5% |
| 5Y | +259.3% | +0.2% | +259.1% | +229.6% |
| 10Y | +192.7% | +180.8% | +12.0% | +71.0% |
| All | +192.7% | +178.4% | +14.3% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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