+326.0%
ECHO vs COMP
-51.7%
+377.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.2% |
| 7D | +3.6% | +2.2% | +1.4% | +3.3% |
| 30D | +7.5% | +16.3% | -8.9% | +5.2% |
| 3M | +16.2% | -19.1% | +35.3% | +18.6% |
| 6M | -20.9% | +17.1% | -38.0% | -23.3% |
| YTD | -6.0% | -2.9% | -3.0% | -7.7% |
| 1Y | +43.4% | +8.8% | +34.6% | +38.7% |
| 3Y | +924.0% | +423.5% | +500.6% | +693.9% |
| 5Y | +249.6% | -10.5% | +260.1% | +192.2% |
| All | +326.0% | -51.7% | +377.7% | +265.3% |
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