+241.6%
ECHO vs FIVE
+31.2%
+210.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.1% |
| 7D | +3.4% | +4.3% | -0.9% | +2.4% |
| 30D | +2.4% | +12.5% | -10.1% | -0.5% |
| 3M | -28.0% | +31.2% | -59.2% | -32.4% |
| 6M | -21.2% | +14.4% | -35.6% | -24.2% |
| YTD | -17.4% | +33.9% | -51.3% | -23.2% |
| 1Y | +33.6% | +65.1% | -31.5% | +18.3% |
| 3Y | +419.7% | +49.0% | +370.7% | +356.2% |
| All | +241.6% | +31.2% | +210.4% | +200.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling