+281.7%
ECHO vs INDA
+115.1%
+166.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.7% | +2.7% | +3.1% |
| 30D | +2.4% | -0.8% | +3.2% | +2.7% |
| 3M | -28.0% | +3.9% | -31.9% | -29.2% |
| 6M | -21.2% | -0.7% | -20.5% | -21.0% |
| YTD | -17.4% | -7.7% | -9.7% | -14.4% |
| 1Y | +33.6% | -5.1% | +38.7% | +36.4% |
| 3Y | +419.7% | +13.6% | +406.0% | +387.4% |
| 5Y | +241.7% | +7.8% | +233.9% | +227.5% |
| 10Y | +180.8% | +84.6% | +96.1% | +110.0% |
| All | +281.7% | +115.1% | +166.6% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling