+294.4%
ECHO vs COMP
-52.0%
+346.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.7% | -4.3% |
| 7D | -2.4% | +13.4% | -15.8% | -3.9% |
| 30D | -3.1% | +11.1% | -14.2% | -4.7% |
| 3M | +8.7% | -18.8% | +27.6% | +11.0% |
| 6M | -24.8% | +10.5% | -35.3% | -26.5% |
| YTD | -13.0% | -3.4% | -9.5% | -14.5% |
| 1Y | +33.9% | +19.7% | +14.2% | +28.1% |
| 3Y | +791.8% | +381.6% | +410.2% | +597.2% |
| 5Y | +261.7% | -17.6% | +279.3% | +203.9% |
| All | +294.4% | -52.0% | +346.4% | +238.5% |
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