+334.2%
ECHO vs COMP
-53.0%
+387.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.4% | +10.3% | +3.8% |
| 7D | +2.2% | +7.2% | -5.0% | +1.2% |
| 30D | +9.8% | +6.4% | +3.4% | +8.7% |
| 3M | +16.8% | -19.4% | +36.3% | +19.4% |
| 6M | -18.1% | +14.6% | -32.6% | -20.3% |
| YTD | -4.2% | -5.5% | +1.3% | -5.6% |
| 1Y | +41.2% | +13.7% | +27.6% | +35.9% |
| 3Y | +943.7% | +409.7% | +534.0% | +711.8% |
| 5Y | +277.5% | -17.0% | +294.6% | +217.4% |
| All | +334.2% | -53.0% | +387.2% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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