+412.7%
ECHO vs INDA
+8.1%
+404.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | +5.3% | -2.6% | +7.9% | +6.8% |
| 30D | +2.4% | -2.9% | +5.4% | +4.0% |
| 3M | -21.8% | +2.4% | -24.2% | -22.8% |
| 6M | -16.9% | -2.6% | -14.3% | -15.9% |
| YTD | -16.0% | -10.0% | -6.0% | -12.0% |
| 1Y | +9.3% | -7.7% | +16.9% | +12.6% |
| All | +412.7% | +8.1% | +404.7% | +335.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling