+312.7%
ECHO vs FIVE
+868.1%
-555.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.0% |
| 7D | +3.4% | +4.3% | -0.9% | +2.5% |
| 30D | +2.4% | +12.5% | -10.1% | -0.3% |
| 3M | -28.0% | +31.2% | -59.2% | -32.1% |
| 6M | -21.2% | +14.4% | -35.6% | -24.0% |
| YTD | -17.4% | +33.9% | -51.3% | -22.9% |
| 1Y | +33.6% | +65.1% | -31.5% | +18.9% |
| 3Y | +419.7% | +49.0% | +370.7% | +351.1% |
| 5Y | +241.7% | +30.3% | +211.4% | +195.6% |
| 10Y | +180.8% | +481.1% | -300.4% | +80.4% |
| All | +312.7% | +868.1% | -555.4% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling