+926.7%
ECHO vs IR
+25.2%
+901.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +5.7% | +2.5% | +3.2% | +4.3% |
| 30D | +13.8% | +9.2% | +4.7% | +8.9% |
| 3M | +9.1% | +0.9% | +8.1% | +8.6% |
| 6M | -24.9% | +19.2% | -44.2% | -32.6% |
| YTD | -8.0% | +7.5% | -15.5% | -15.0% |
| 1Y | +42.9% | +11.7% | +31.2% | +28.2% |
| 3Y | +926.7% | +23.9% | +902.8% | +585.2% |
| All | +926.7% | +25.2% | +901.5% | +585.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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