+311.1%
ECHO vs COMP
-52.8%
+363.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +7.7% | -11.0% | -4.2% |
| 7D | +4.6% | +9.5% | -4.9% | +3.4% |
| 30D | +0.4% | +8.1% | -7.7% | -0.8% |
| 3M | +7.7% | -16.3% | +24.0% | +9.4% |
| 6M | -18.0% | +42.2% | -60.3% | -22.5% |
| YTD | -9.3% | -5.0% | -4.3% | -10.7% |
| 1Y | +34.2% | +20.1% | +14.1% | +28.3% |
| 3Y | +538.7% | +358.4% | +180.3% | +402.7% |
| 5Y | +279.9% | -21.9% | +301.8% | +220.8% |
| All | +311.1% | -52.8% | +363.8% | +253.6% |
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 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