+15.0%
ECHO vs INDA
-9.3%
+24.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +2.3% | -3.6% | +5.9% | +4.0% |
| 30D | +4.4% | -4.0% | +8.4% | +6.3% |
| 3M | -20.3% | +1.7% | -22.0% | -20.8% |
| 6M | -15.3% | -3.6% | -11.7% | -16.0% |
| YTD | -15.5% | -11.0% | -4.5% | -18.3% |
| 1Y | +15.0% | -9.5% | +24.5% | +11.1% |
| All | +15.0% | -9.3% | +24.3% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling