+902.9%
ECHO vs COMP
+431.5%
+471.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.3% | +6.1% |
| 7D | +3.0% | +14.5% | -11.5% | +0.9% |
| 30D | +6.7% | +14.9% | -8.2% | +4.1% |
| 3M | +12.4% | -14.2% | +26.6% | +14.4% |
| 6M | -20.4% | +23.7% | -44.2% | -24.1% |
| YTD | -6.9% | +2.1% | -9.0% | -9.8% |
| 1Y | +37.7% | +26.2% | +11.5% | +29.0% |
| 3Y | +902.9% | +470.9% | +432.0% | +524.9% |
| All | +902.9% | +431.5% | +471.3% | +524.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling