+325.1%
ECHO vs INDA
+121.8%
+203.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +5.7% | +1.1% | +4.6% | +5.2% |
| 30D | +13.8% | +9.4% | +4.4% | +9.2% |
| 3M | +9.1% | +2.9% | +6.1% | +7.5% |
| 6M | -24.9% | +7.2% | -32.2% | -27.3% |
| YTD | -8.0% | -4.8% | -3.2% | -6.1% |
| 1Y | +42.9% | -5.1% | +48.0% | +45.9% |
| 3Y | +926.7% | +16.7% | +910.0% | +850.5% |
| 5Y | +230.4% | +8.8% | +221.6% | +215.0% |
| 10Y | +145.9% | +116.2% | +29.6% | +74.2% |
| All | +325.1% | +121.8% | +203.3% | +186.9% |
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