+192.5%
ECHO vs CHD
+126.1%
+66.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +3.7% | -4.5% | +8.2% | +4.2% |
| 30D | +0.7% | -6.7% | +7.4% | +1.3% |
| 3M | -27.3% | -2.7% | -24.6% | -27.2% |
| 6M | -17.0% | -4.9% | -12.0% | -16.7% |
| YTD | -14.3% | +13.3% | -27.7% | -15.6% |
| 1Y | +20.9% | +1.0% | +19.9% | +20.4% |
| 3Y | +423.0% | +1.3% | +421.6% | +416.6% |
| 5Y | +265.7% | +20.8% | +244.8% | +248.8% |
| All | +192.5% | +126.1% | +66.3% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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