+159.0%
ECHO vs D
+42.1%
+116.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.5% | +7.0% |
| 7D | +3.0% | +0.8% | +2.2% | +2.8% |
| 30D | +6.7% | +10.7% | -4.0% | +4.4% |
| 3M | +12.4% | +2.3% | +10.1% | +11.7% |
| 6M | -20.4% | +12.5% | -32.9% | -22.7% |
| YTD | -6.9% | +20.1% | -27.0% | -10.9% |
| 1Y | +37.7% | +15.6% | +22.2% | +32.8% |
| 3Y | +902.9% | +75.2% | +827.7% | +767.9% |
| 5Y | +275.3% | +14.6% | +260.7% | +257.3% |
| 10Y | +159.0% | +43.8% | +115.3% | +158.8% |
| All | +159.0% | +42.1% | +116.9% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling