+412.3%
ECHO vs IR
+10.0%
+402.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | +3.4% | -2.8% | +6.2% | +5.0% |
| 30D | +2.4% | -15.1% | +17.5% | +11.6% |
| 3M | -28.0% | +6.1% | -34.0% | -31.2% |
| 6M | -21.2% | -16.8% | -4.4% | -13.9% |
| YTD | -17.4% | -3.5% | -13.8% | -19.2% |
| 1Y | +33.6% | -3.5% | +37.1% | +29.5% |
| All | +412.3% | +10.0% | +402.3% | +318.4% |
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