+234.6%
ECHO vs D
+13.1%
+221.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +5.7% | -1.4% | +7.1% | +5.9% |
| 30D | +13.8% | +7.7% | +6.1% | +12.3% |
| 3M | +9.1% | -0.3% | +9.4% | +9.1% |
| 6M | -24.9% | +10.1% | -35.0% | -26.4% |
| YTD | -8.0% | +19.1% | -27.1% | -11.3% |
| 1Y | +42.9% | +15.9% | +27.0% | +38.4% |
| 3Y | +926.7% | +75.0% | +851.7% | +786.9% |
| All | +234.6% | +13.1% | +221.5% | +231.3% |
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