+926.7%
ECHO vs COMP
+423.6%
+503.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | +13.8% | +16.6% | -2.7% | +10.8% |
| 3M | +9.1% | -23.5% | +32.6% | +13.0% |
| 6M | -24.9% | +25.7% | -50.7% | -28.7% |
| YTD | -8.0% | -3.4% | -4.6% | -10.2% |
| 1Y | +42.9% | +7.6% | +35.3% | +37.1% |
| 3Y | +926.7% | +423.6% | +503.1% | +539.3% |
| All | +926.7% | +423.6% | +503.1% | +539.3% |
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 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