+140.3%
ECHO vs FIVE
+505.3%
-365.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | +9.1% | +2.4% | +6.7% | +8.6% |
| 30D | +7.2% | +15.8% | -8.7% | +3.6% |
| 3M | +6.1% | +3.8% | +2.3% | +4.8% |
| 6M | -24.2% | +18.5% | -42.7% | -27.7% |
| YTD | -9.7% | +31.2% | -40.9% | -16.1% |
| 1Y | +40.9% | +61.8% | -20.9% | +24.9% |
| 3Y | +883.3% | +39.9% | +843.4% | +755.9% |
| 5Y | +224.2% | +18.3% | +205.9% | +183.8% |
| All | +140.3% | +505.3% | -365.0% | +57.7% |
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