+378.7%
ECHO vs FIVE
+873.2%
-494.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +2.2% | +7.3% | -5.2% | +0.7% |
| 30D | +9.8% | +18.1% | -8.2% | +6.1% |
| 3M | +16.8% | +7.7% | +9.1% | +14.7% |
| 6M | -18.1% | +13.6% | -31.7% | -20.9% |
| YTD | -4.2% | +34.6% | -38.8% | -10.8% |
| 1Y | +41.2% | +66.2% | -25.0% | +25.8% |
| 3Y | +943.7% | +43.5% | +900.2% | +811.8% |
| 5Y | +277.5% | +20.7% | +256.9% | +231.7% |
| 10Y | +159.8% | +541.5% | -381.7% | +64.6% |
| All | +378.7% | +873.2% | -494.5% | +172.1% |
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