+275.3%
ECHO vs COMP
-13.7%
+289.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.3% | +6.2% |
| 7D | +3.0% | +14.5% | -11.5% | +1.3% |
| 30D | +6.7% | +14.9% | -8.2% | +4.6% |
| 3M | +12.4% | -14.2% | +26.6% | +14.0% |
| 6M | -20.4% | +23.7% | -44.2% | -23.3% |
| YTD | -6.9% | +2.1% | -9.0% | -9.2% |
| 1Y | +37.7% | +26.2% | +11.5% | +30.8% |
| 3Y | +902.9% | +470.9% | +432.0% | +666.2% |
| 5Y | +275.3% | -14.0% | +289.4% | +200.6% |
| All | +275.3% | -13.7% | +289.0% | +200.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling