+33.6%
ECHO vs D
+15.7%
+17.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.5% |
| 30D | +2.4% | -3.6% | +5.9% | +2.0% |
| 3M | -28.0% | -1.0% | -27.0% | -28.0% |
| 6M | -21.2% | +6.3% | -27.5% | -20.7% |
| YTD | -17.4% | +14.7% | -32.1% | -15.3% |
| 1Y | +33.6% | +16.9% | +16.7% | +42.1% |
| All | +33.6% | +15.7% | +17.9% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling