+192.7%
ECHO vs AR
+45.1%
+147.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.9% | +4.1% |
| 7D | +8.6% | -1.8% | +10.4% | +8.8% |
| 30D | +3.8% | +12.6% | -8.8% | +2.0% |
| 3M | -19.9% | +10.0% | -29.9% | -21.2% |
| 6M | -12.1% | +0.6% | -12.7% | -12.6% |
| YTD | -14.1% | +13.4% | -27.5% | -16.3% |
| 1Y | +15.9% | +21.7% | -5.8% | +11.5% |
| 3Y | +417.8% | +45.8% | +372.0% | +384.5% |
| 5Y | +259.3% | +144.3% | +115.1% | +208.6% |
| 10Y | +192.7% | +41.8% | +150.9% | +170.2% |
| All | +192.7% | +45.1% | +147.6% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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