+192.5%
ECHO vs INDA
+84.7%
+107.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.9% |
| 7D | +3.7% | -2.7% | +6.4% | +5.2% |
| 30D | +0.7% | -2.8% | +3.5% | +2.1% |
| 3M | -27.3% | +1.6% | -28.9% | -28.0% |
| 6M | -17.0% | -1.4% | -15.6% | -16.4% |
| YTD | -14.3% | -10.1% | -4.2% | -9.6% |
| 1Y | +20.9% | -8.8% | +29.7% | +26.3% |
| 3Y | +423.0% | +7.6% | +415.4% | +398.2% |
| 5Y | +265.7% | +5.8% | +259.9% | +250.2% |
| All | +192.5% | +84.7% | +107.7% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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