+153.6%
ECHO vs AXON
+1,304.2%
-1,150.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -18.2% | +23.4% | +8.4% |
| 7D | -2.4% | -26.8% | +24.4% | +2.5% |
| 30D | -3.1% | -22.9% | +19.8% | +0.7% |
| 3M | +8.7% | -40.1% | +48.8% | +17.5% |
| 6M | -24.8% | -18.9% | -5.9% | -23.9% |
| YTD | -13.0% | -44.9% | +31.9% | -6.6% |
| 1Y | +33.9% | -46.7% | +80.6% | +44.6% |
| 3Y | +791.8% | +44.3% | +747.5% | +679.1% |
| 5Y | +261.7% | +71.4% | +190.3% | +196.7% |
| All | +153.6% | +1,304.2% | -1,150.7% | +43.4% |
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