+151.3%
ECHO vs AXON
+1,109.0%
-957.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.1% | -2.6% |
| 7D | +3.6% | -25.6% | +29.3% | +8.5% |
| 30D | +7.5% | -23.9% | +31.4% | +12.0% |
| 3M | +16.2% | -50.4% | +66.6% | +29.8% |
| 6M | -20.9% | -20.0% | -0.8% | -19.6% |
| YTD | -6.0% | -44.5% | +38.5% | +0.7% |
| 1Y | +43.4% | -44.9% | +88.3% | +53.7% |
| 3Y | +924.0% | +44.7% | +879.3% | +794.4% |
| 5Y | +249.6% | +86.7% | +162.9% | +182.9% |
| 10Y | +151.3% | +1,060.5% | -909.2% | +50.0% |
| All | +151.3% | +1,109.0% | -957.7% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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