+274.3%
ECHO vs COMP
-47.7%
+322.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | +2.4% | -13.3% | +15.7% | +4.1% |
| 3M | -28.0% | +41.1% | -69.1% | -31.3% |
| 6M | -21.2% | +17.2% | -38.4% | -23.8% |
| YTD | -17.4% | +5.2% | -22.6% | -19.4% |
| 1Y | +33.6% | +18.9% | +14.7% | +27.8% |
| 3Y | +419.7% | +215.9% | +203.8% | +321.8% |
| 5Y | +241.7% | -31.2% | +272.9% | +192.9% |
| All | +274.3% | -47.7% | +322.0% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling