+37.2%
ECHO vs COMP
+25.5%
+11.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.3% | +6.0% |
| 7D | +3.0% | +14.5% | -11.5% | +1.0% |
| 30D | +6.7% | +14.9% | -8.2% | +4.2% |
| 3M | +12.4% | -14.2% | +26.6% | +14.5% |
| 6M | -20.4% | +23.7% | -44.2% | -24.5% |
| YTD | -6.9% | +2.1% | -9.0% | -8.7% |
| All | +37.2% | +25.5% | +11.7% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling