+159.8%
ECHO vs AR
+52.4%
+107.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +4.3% | +5.8% | +9.5% |
| 7D | +2.2% | -5.8% | +7.9% | +3.0% |
| 30D | +9.8% | +4.8% | +5.0% | +9.1% |
| 3M | +16.8% | +1.5% | +15.3% | +16.3% |
| 6M | -18.1% | +4.7% | -22.8% | -19.0% |
| YTD | -4.2% | +9.2% | -13.4% | -6.4% |
| 1Y | +41.2% | +11.2% | +30.1% | +37.5% |
| 3Y | +943.7% | +46.2% | +897.4% | +872.1% |
| 5Y | +277.5% | +98.1% | +179.5% | +232.8% |
| 10Y | +159.8% | +54.5% | +105.2% | +132.6% |
| All | +159.8% | +52.4% | +107.4% | +132.6% |
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