+241.6%
ECHO vs D
+5.6%
+236.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.4% | +1.5% | +2.0% | +3.2% |
| 30D | +2.4% | -2.6% | +4.9% | +2.8% |
| 3M | -28.0% | 0.0% | -28.0% | -28.0% |
| 6M | -21.2% | +7.4% | -28.6% | -22.5% |
| YTD | -17.4% | +15.9% | -33.3% | -19.9% |
| 1Y | +33.6% | +18.1% | +15.5% | +28.8% |
| 3Y | +419.7% | +58.4% | +361.3% | +361.6% |
| All | +241.6% | +5.6% | +236.0% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling