+192.5%
ECHO vs DGX
+255.3%
-62.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.9% |
| 7D | +3.7% | -0.9% | +4.6% | +4.0% |
| 30D | +0.7% | -1.2% | +1.8% | +1.0% |
| 3M | -27.3% | +15.8% | -43.1% | -30.8% |
| 6M | -17.0% | +18.2% | -35.1% | -21.8% |
| YTD | -14.3% | +37.2% | -51.5% | -23.5% |
| 1Y | +20.9% | +30.4% | -9.5% | +9.4% |
| 3Y | +423.0% | +96.7% | +326.3% | +300.1% |
| 5Y | +265.7% | +67.2% | +198.5% | +192.8% |
| All | +192.5% | +255.3% | -62.9% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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