+240.0%
ECHO vs D
+206.4%
+33.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +2.4% | -3.6% | +5.9% | +3.5% |
| 3M | -28.0% | -1.0% | -27.0% | -27.9% |
| 6M | -21.2% | +6.3% | -27.5% | -23.1% |
| YTD | -17.4% | +14.7% | -32.1% | -21.4% |
| 1Y | +33.6% | +16.9% | +16.7% | +25.9% |
| 3Y | +419.7% | +56.8% | +362.9% | +334.0% |
| 5Y | +241.7% | +5.2% | +236.5% | +224.9% |
| 10Y | +180.8% | +35.9% | +144.9% | +129.1% |
| All | +240.0% | +206.4% | +33.6% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling