+144.9%
ECHO vs FIVE
+504.2%
-359.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +5.7% | +2.7% | +3.0% | +5.1% |
| 30D | +13.8% | +12.7% | +1.2% | +10.8% |
| 3M | +9.1% | +2.1% | +7.0% | +8.2% |
| 6M | -24.9% | +17.5% | -42.4% | -28.3% |
| YTD | -8.0% | +31.0% | -39.0% | -14.5% |
| 1Y | +42.9% | +67.7% | -24.8% | +25.7% |
| 3Y | +926.7% | +43.4% | +883.3% | +788.4% |
| 5Y | +230.4% | +18.1% | +212.3% | +189.4% |
| All | +144.9% | +504.2% | -359.3% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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