+258.3%
ECHO vs D
+219.3%
+39.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.7% |
| 7D | -2.4% | +3.0% | -5.4% | -3.4% |
| 30D | -3.1% | +11.5% | -14.6% | -6.6% |
| 3M | +8.7% | +3.7% | +5.0% | +7.2% |
| 6M | -24.8% | +13.5% | -38.3% | -28.2% |
| YTD | -13.0% | +20.7% | -33.7% | -18.7% |
| 1Y | +33.9% | +18.2% | +15.7% | +25.7% |
| 3Y | +791.8% | +73.3% | +718.5% | +624.4% |
| 5Y | +261.7% | +12.3% | +249.4% | +236.2% |
| 10Y | +157.3% | +43.4% | +113.9% | +105.8% |
| All | +258.3% | +219.3% | +39.0% | +58.0% |
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