+192.5%
ECHO vs ETSY
+431.9%
-239.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.2% |
| 7D | +3.7% | -4.9% | +8.6% | +4.2% |
| 30D | +0.7% | -8.6% | +9.3% | +1.5% |
| 3M | -27.3% | +4.8% | -32.1% | -27.8% |
| 6M | -17.0% | +38.1% | -55.1% | -20.2% |
| YTD | -14.3% | +31.2% | -45.6% | -17.4% |
| 1Y | +20.9% | +22.1% | -1.2% | +16.8% |
| 3Y | +423.0% | +12.2% | +410.7% | +400.8% |
| 5Y | +265.7% | -66.5% | +332.2% | +275.3% |
| All | +192.5% | +431.9% | -239.4% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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